+12,036.0%
VRTX vs DOC
+1,995.1%
+10,040.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | +0.8% | -1.5% | +2.3% | +1.3% |
| 30D | +12.6% | -4.8% | +17.4% | +14.2% |
| 3M | +23.6% | +6.9% | +16.7% | +21.0% |
| 6M | +14.3% | +20.7% | -6.5% | +7.0% |
| YTD | +20.5% | +34.1% | -13.7% | +9.1% |
| 1Y | +37.6% | +22.6% | +14.9% | +27.6% |
| 3Y | +55.5% | +20.8% | +34.7% | +42.5% |
| 5Y | +175.7% | -24.9% | +200.6% | +188.7% |
| 10Y | +474.2% | -1.8% | +476.0% | +415.5% |
| All | +12,036.0% | +1,995.1% | +10,040.9% | +4,995.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling