+181.3%
VRTX vs DOCS
-54.0%
+235.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -1.0% |
| 7D | +0.5% | -1.3% | +1.8% | +0.5% |
| 30D | +8.0% | +19.4% | -11.4% | +7.1% |
| 3M | +11.9% | +53.4% | -41.5% | +9.4% |
| 6M | +27.8% | +28.8% | -0.9% | +25.7% |
| YTD | +19.7% | -25.1% | +44.7% | +20.6% |
| 1Y | +30.1% | -48.1% | +78.2% | +33.4% |
| 3Y | +44.2% | +51.4% | -7.2% | +36.4% |
| 5Y | +181.3% | -51.1% | +232.4% | +168.3% |
| All | +181.3% | -54.0% | +235.3% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling