+4,927.8%
VRTX vs DLR
+3,477.6%
+1,450.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.4% | -2.0% | +1.7% | +0.2% |
| 30D | +7.9% | +0.5% | +7.4% | +7.5% |
| 3M | +3.3% | -4.4% | +7.7% | +4.2% |
| 6M | +25.7% | -6.4% | +32.2% | +27.1% |
| YTD | +20.7% | +19.5% | +1.2% | +12.3% |
| 1Y | +27.4% | +10.5% | +16.9% | +21.5% |
| 3Y | +46.4% | +54.0% | -7.6% | +21.6% |
| 5Y | +194.3% | +39.7% | +154.6% | +144.9% |
| 10Y | +494.6% | +189.5% | +305.1% | +263.0% |
| All | +4,927.8% | +3,477.6% | +1,450.3% | +901.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling