+7,305.0%
VRTX vs DRI
+7,577.6%
-272.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.6% |
| 3M | +23.6% | +13.0% | +10.6% | +20.0% |
| 6M | +14.3% | +8.3% | +6.0% | +11.9% |
| YTD | +20.5% | +20.6% | -0.2% | +14.7% |
| 1Y | +37.6% | +6.5% | +31.1% | +34.6% |
| 3Y | +55.5% | +53.7% | +1.8% | +37.6% |
| 5Y | +175.7% | +72.7% | +103.1% | +133.9% |
| 10Y | +474.2% | +363.2% | +111.0% | +246.6% |
| All | +7,305.0% | +7,577.6% | -272.6% | +2,477.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling