+200.4%
VRTX vs DT
+75.7%
+124.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.6% | +3.1% | -4.7% | -2.0% |
| 30D | +8.0% | -29.5% | +37.6% | +13.7% |
| 3M | +4.3% | -11.7% | +16.0% | +5.8% |
| 6M | +18.9% | +29.0% | -10.1% | +13.3% |
| YTD | +18.8% | +3.4% | +15.4% | +16.4% |
| 1Y | +24.0% | -4.2% | +28.2% | +22.9% |
| 3Y | +42.1% | -12.8% | +55.0% | +41.3% |
| 5Y | +187.6% | -39.6% | +227.2% | +196.0% |
| All | +200.4% | +75.7% | +124.7% | +121.0% |
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