+191.6%
VRTX vs DOCN
-30.4%
+222.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | +3.2% | -12.1% | +15.4% | +3.4% |
| 30D | +7.4% | -41.0% | +48.4% | +8.2% |
| 3M | +4.6% | -38.7% | +43.3% | +5.2% |
| 6M | +27.5% | -51.5% | +79.0% | +28.7% |
| YTD | +20.9% | +65.3% | -44.4% | +16.8% |
| 1Y | +30.1% | +53.9% | -23.8% | +25.9% |
| 3Y | +46.6% | +215.6% | -168.9% | +37.0% |
| 5Y | +191.6% | -26.2% | +217.7% | +165.5% |
| All | +191.6% | -30.4% | +222.0% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling