+251.8%
VRTX vs DOCU
+111.8%
+140.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.3% | +3.4% |
| 7D | +3.7% | -3.7% | +7.4% | +4.1% |
| 30D | +9.0% | +15.0% | -5.9% | +7.3% |
| 3M | +14.7% | +39.9% | -25.2% | +10.1% |
| 6M | +27.7% | +66.2% | -38.4% | +19.7% |
| YTD | +21.1% | +17.7% | +3.4% | +17.7% |
| 1Y | +30.2% | +13.7% | +16.5% | +27.0% |
| 3Y | +45.9% | +95.9% | -50.0% | +29.8% |
| 5Y | +182.7% | -71.7% | +254.4% | +206.1% |
| All | +251.8% | +111.8% | +140.0% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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