+184.1%
VRTX vs DOC
-24.5%
+208.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +0.8% | -1.5% | +2.3% | +1.2% |
| 30D | +12.6% | -4.8% | +17.4% | +13.8% |
| 3M | +23.6% | +6.9% | +16.7% | +21.7% |
| 6M | +14.3% | +20.7% | -6.5% | +9.0% |
| YTD | +20.5% | +34.1% | -13.7% | +11.8% |
| 1Y | +37.6% | +22.6% | +14.9% | +30.1% |
| 3Y | +55.5% | +20.8% | +34.7% | +47.3% |
| All | +184.1% | -24.5% | +208.7% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling