+426.7%
VRTX vs DTE
+137.8%
+288.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.9% |
| 30D | -2.0% | -4.4% | +2.4% | -0.7% |
| 3M | +15.8% | -8.3% | +24.2% | +18.7% |
| 6M | +4.7% | -8.1% | +12.8% | +7.1% |
| YTD | +13.7% | +4.4% | +9.3% | +11.8% |
| 1Y | +29.7% | +0.2% | +29.5% | +29.1% |
| 3Y | +48.4% | +42.6% | +5.8% | +31.6% |
| 5Y | +173.3% | +31.5% | +141.9% | +147.4% |
| All | +426.7% | +137.8% | +288.9% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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