+4,919.5%
VRTX vs DLR
+3,595.7%
+1,323.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | +1.6% | -0.8% | +0.3% |
| 30D | +12.6% | -3.4% | +16.0% | +13.7% |
| 3M | +23.6% | +0.5% | +23.1% | +22.6% |
| 6M | +14.3% | +4.6% | +9.7% | +11.7% |
| YTD | +20.5% | +23.4% | -3.0% | +11.3% |
| 1Y | +37.6% | +19.0% | +18.6% | +28.1% |
| 3Y | +55.5% | +56.5% | -1.0% | +28.8% |
| 5Y | +175.7% | +33.3% | +142.4% | +134.1% |
| 10Y | +474.2% | +165.1% | +309.1% | +262.6% |
| All | +4,919.5% | +3,595.7% | +1,323.8% | +893.4% |
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 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