+205.6%
VRTX vs DT
+70.5%
+135.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +3.2% | -7.5% | +10.8% | +4.4% |
| 30D | +7.4% | -31.5% | +38.9% | +13.5% |
| 3M | +4.6% | -14.0% | +18.6% | +6.5% |
| 6M | +27.5% | +6.9% | +20.6% | +24.9% |
| YTD | +20.9% | +0.3% | +20.5% | +19.0% |
| 1Y | +30.1% | -6.9% | +37.0% | +29.6% |
| 3Y | +46.6% | -13.9% | +60.5% | +46.0% |
| 5Y | +191.6% | -39.9% | +231.5% | +199.9% |
| All | +205.6% | +70.5% | +135.0% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling