+156.5%
VRTX vs DOCN
+117.0%
+39.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.9% |
| 7D | 0.0% | +27.4% | -27.4% | -0.4% |
| 30D | +11.8% | -29.7% | +41.6% | +12.4% |
| 3M | +3.2% | -32.5% | +35.7% | +3.8% |
| 6M | +21.0% | -42.2% | +63.2% | +21.9% |
| YTD | +19.7% | +87.2% | -67.5% | +15.3% |
| 1Y | +25.0% | +86.2% | -61.2% | +20.4% |
| 3Y | +45.2% | +257.4% | -212.2% | +35.1% |
| 5Y | +189.7% | -27.4% | +217.1% | +175.7% |
| All | +156.5% | +117.0% | +39.5% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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