+41.8%
VRTX vs DT
-9.2%
+51.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.1% | -24.7% | +22.6% | +0.2% |
| 30D | +8.2% | -27.4% | +35.6% | +11.0% |
| 3M | +13.0% | -11.1% | +24.1% | +13.9% |
| 6M | +27.9% | +13.7% | +14.2% | +26.0% |
| YTD | +20.7% | +0.2% | +20.4% | +20.6% |
| 1Y | +31.4% | -5.7% | +37.1% | +32.3% |
| 3Y | +41.8% | -8.1% | +49.9% | +35.2% |
| All | +41.8% | -9.2% | +51.0% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling