+190.7%
VRTX vs DT
+98.4%
+92.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +16.9% | +24.1% | -7.2% | +12.8% |
| 6M | +13.1% | +30.1% | -17.0% | +7.5% |
| YTD | +14.9% | +16.8% | -1.8% | +11.0% |
| 1Y | +31.4% | -0.1% | +31.5% | +30.0% |
| 3Y | +51.9% | +6.8% | +45.1% | +46.5% |
| 5Y | +177.1% | -28.4% | +205.4% | +177.2% |
| All | +190.7% | +98.4% | +92.2% | +110.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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