+188.2%
VRTX vs DRI
+78.6%
+109.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.6% | +1.1% | -2.6% | -1.7% |
| 30D | +8.0% | +9.7% | -1.7% | +6.4% |
| 3M | +4.3% | +3.2% | +1.1% | +3.7% |
| 6M | +18.9% | +20.6% | -1.7% | +15.0% |
| YTD | +18.8% | +28.3% | -9.4% | +13.4% |
| 1Y | +24.0% | +34.5% | -10.6% | +17.3% |
| 3Y | +42.1% | +66.5% | -24.4% | +28.5% |
| All | +188.2% | +78.6% | +109.6% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling