+188.3%
VRTX vs DLR
+36.4%
+151.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.2% |
| 7D | -0.4% | +2.4% | -2.8% | -0.8% |
| 30D | +8.0% | +0.7% | +7.2% | +7.8% |
| 3M | +11.0% | -6.4% | +17.5% | +12.0% |
| 6M | +28.2% | -6.5% | +34.7% | +29.0% |
| YTD | +21.5% | +18.8% | +2.7% | +17.4% |
| 1Y | +34.5% | +9.0% | +25.5% | +31.7% |
| 3Y | +49.5% | +54.5% | -5.0% | +36.7% |
| 5Y | +188.3% | +35.8% | +152.4% | +178.4% |
| All | +188.3% | +36.4% | +151.9% | +178.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling