+184.1%
VRTX vs DRI
+72.9%
+111.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | +12.6% | +3.8% | +8.8% | +11.9% |
| 3M | +23.6% | +13.0% | +10.6% | +21.0% |
| 6M | +14.3% | +8.3% | +6.0% | +12.5% |
| YTD | +20.5% | +20.6% | -0.2% | +16.3% |
| 1Y | +37.6% | +6.5% | +31.1% | +35.3% |
| 3Y | +55.5% | +53.7% | +1.8% | +43.0% |
| All | +184.1% | +72.9% | +111.2% | +147.6% |
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