+184.5%
VRTX vs DOCS
-36.0%
+220.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -2.0% |
| 7D | +0.8% | -1.4% | +2.2% | +0.9% |
| 30D | +12.6% | +21.8% | -9.2% | +11.5% |
| 3M | +23.6% | +27.3% | -3.7% | +22.1% |
| 6M | +14.3% | -0.3% | +14.6% | +13.7% |
| YTD | +20.5% | -40.5% | +61.0% | +22.5% |
| 1Y | +37.6% | -61.5% | +99.1% | +42.4% |
| 3Y | +55.5% | +8.2% | +47.4% | +50.8% |
| 5Y | +175.7% | -73.4% | +249.2% | +171.6% |
| All | +184.5% | -36.0% | +220.5% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling