+493.1%
VRTX vs DRI
+370.8%
+122.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.4% |
| 7D | -0.4% | +3.1% | -3.5% | -0.9% |
| 30D | +8.0% | +16.2% | -8.2% | +5.4% |
| 3M | +11.0% | +8.4% | +2.7% | +9.5% |
| 6M | +28.2% | +19.0% | +9.2% | +24.3% |
| YTD | +21.5% | +28.8% | -7.3% | +16.0% |
| 1Y | +34.5% | +33.1% | +1.4% | +27.7% |
| 3Y | +49.5% | +70.8% | -21.3% | +34.8% |
| 5Y | +188.3% | +74.2% | +114.0% | +156.2% |
| 10Y | +493.1% | +345.5% | +147.6% | +354.3% |
| All | +493.1% | +370.8% | +122.3% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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