+443.5%
VRTX vs DRI
+350.3%
+93.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.8% |
| 7D | -3.4% | -1.2% | -2.2% | -3.2% |
| 30D | +6.6% | -0.4% | +7.0% | +6.6% |
| 3M | +19.4% | +9.5% | +9.9% | +17.4% |
| 6M | +15.8% | +6.5% | +9.4% | +14.3% |
| YTD | +16.7% | +18.4% | -1.8% | +12.9% |
| 1Y | +33.8% | +4.2% | +29.6% | +32.1% |
| 3Y | +54.2% | +57.1% | -2.9% | +40.4% |
| 5Y | +176.4% | +70.4% | +106.0% | +145.1% |
| 10Y | +443.5% | +354.0% | +89.5% | +213.5% |
| All | +443.5% | +350.3% | +93.2% | +213.5% |
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