+172.9%
VRTX vs DTE
+31.2%
+141.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | -7.8% | -2.0% | -5.8% | -7.2% |
| 30D | -2.8% | -2.4% | -0.5% | -2.2% |
| 3M | +18.1% | -7.3% | +25.4% | +20.8% |
| 6M | +3.1% | -7.6% | +10.7% | +5.4% |
| YTD | +13.5% | +5.8% | +7.7% | +11.1% |
| 1Y | +32.4% | +2.3% | +30.1% | +30.9% |
| 3Y | +50.0% | +45.0% | +5.0% | +30.8% |
| 5Y | +172.9% | +33.2% | +139.7% | +143.5% |
| All | +172.9% | +31.2% | +141.7% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling