+156.5%
VRTX vs DOCN
+70.4%
+86.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.9% | +14.7% | -0.9% |
| 7D | +0.5% | -29.3% | +29.7% | +1.0% |
| 30D | +8.0% | -46.0% | +54.0% | +9.1% |
| 3M | +11.9% | -43.2% | +55.1% | +12.8% |
| 6M | +27.8% | -53.7% | +81.6% | +29.2% |
| YTD | +19.7% | +46.9% | -27.3% | +15.8% |
| 1Y | +30.1% | +54.3% | -24.2% | +25.7% |
| 3Y | +44.2% | +185.5% | -141.3% | +34.6% |
| 5Y | +181.3% | -31.1% | +212.4% | +166.4% |
| All | +156.5% | +70.4% | +86.1% | +135.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling