+25.0%
VRTX vs DOCN
+77.9%
-52.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.4% | -4.2% | -0.8% |
| 7D | 0.0% | +27.4% | -27.4% | +0.3% |
| 30D | +11.8% | -29.7% | +41.6% | +11.6% |
| 3M | +3.2% | -32.5% | +35.7% | +3.1% |
| 6M | +21.0% | -42.2% | +63.2% | +21.1% |
| YTD | +19.7% | +87.2% | -67.5% | +3.7% |
| 1Y | +25.0% | +86.2% | -61.2% | +8.2% |
| All | +25.0% | +77.9% | -52.9% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling