+456.3%
VRTX vs DLR
+168.0%
+288.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.2% | -1.4% |
| 7D | -6.4% | +2.9% | -9.3% | -7.1% |
| 30D | -0.5% | -1.2% | +0.6% | -0.4% |
| 3M | +16.9% | +2.9% | +14.0% | +15.5% |
| 6M | +13.1% | +6.7% | +6.4% | +10.5% |
| YTD | +14.9% | +23.9% | -8.9% | +8.1% |
| 1Y | +31.4% | +18.6% | +12.8% | +24.5% |
| 3Y | +51.9% | +59.7% | -7.8% | +30.2% |
| 5Y | +177.1% | +42.1% | +135.0% | +142.7% |
| 10Y | +456.3% | +176.7% | +279.6% | +305.1% |
| All | +456.3% | +168.0% | +288.3% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling