+470.4%
VRTX vs DLTR
+76.3%
+394.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | -1.6% | +5.3% | -6.8% | -2.2% |
| 30D | +8.0% | +13.4% | -5.4% | +6.2% |
| 3M | +4.3% | +6.6% | -2.3% | +3.2% |
| 6M | +18.9% | +59.1% | -40.2% | +11.5% |
| YTD | +18.8% | +12.3% | +6.6% | +16.1% |
| 1Y | +24.0% | +33.9% | -9.9% | +18.3% |
| 3Y | +42.1% | +23.0% | +19.1% | +34.7% |
| 5Y | +187.6% | +22.1% | +165.5% | +167.0% |
| All | +470.4% | +76.3% | +394.2% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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