+42.3%
VRTX vs DOC
+43.5%
-1.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.8% |
| 7D | +3.7% | +8.7% | -5.1% | +2.0% |
| 30D | +9.0% | +7.6% | +1.4% | +7.4% |
| 3M | +14.7% | -5.3% | +20.0% | +15.8% |
| 6M | +27.7% | +27.6% | +0.1% | +21.3% |
| YTD | +21.1% | +32.4% | -11.3% | +13.8% |
| 1Y | +30.2% | +22.9% | +7.3% | +24.2% |
| All | +42.3% | +43.5% | -1.2% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling