+185.0%
VRTX vs DOCS
-21.0%
+206.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -2.1% |
| 30D | +8.2% | +17.4% | -9.2% | +7.5% |
| 3M | +13.0% | +57.4% | -44.3% | +10.6% |
| 6M | +27.9% | +26.5% | +1.4% | +26.0% |
| YTD | +20.7% | -26.6% | +47.3% | +21.5% |
| 1Y | +31.4% | -48.1% | +79.5% | +34.3% |
| 3Y | +41.8% | +52.6% | -10.8% | +35.3% |
| 5Y | +183.7% | -52.1% | +235.8% | +175.8% |
| All | +185.0% | -21.0% | +206.1% | +174.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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