+184.1%
VRTX vs DT
-27.0%
+211.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.1% |
| 30D | +12.6% | +2.0% | +10.6% | +12.3% |
| 3M | +23.6% | +20.0% | +3.6% | +21.2% |
| 6M | +14.3% | +39.3% | -25.0% | +9.8% |
| YTD | +20.5% | +19.8% | +0.7% | +17.6% |
| 1Y | +37.6% | +4.3% | +33.3% | +36.4% |
| 3Y | +55.5% | +7.7% | +47.8% | +52.5% |
| All | +184.1% | -27.0% | +211.1% | +174.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling