+184.1%
VRTX vs DLR
+33.9%
+150.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.6% |
| 30D | +12.6% | -3.4% | +16.0% | +13.2% |
| 3M | +23.6% | +0.5% | +23.1% | +23.2% |
| 6M | +14.3% | +4.6% | +9.7% | +13.0% |
| YTD | +20.5% | +23.4% | -3.0% | +15.9% |
| 1Y | +37.6% | +19.0% | +18.6% | +32.8% |
| 3Y | +55.5% | +56.5% | -1.0% | +42.1% |
| All | +184.1% | +33.9% | +150.3% | +161.3% |
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