+11,653.3%
VRTX vs DTE
+2,749.1%
+8,904.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.0% | -3.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.8% |
| 30D | +6.6% | -1.9% | +8.5% | +7.2% |
| 3M | +19.4% | -3.3% | +22.7% | +20.7% |
| 6M | +15.8% | -7.1% | +22.9% | +18.6% |
| YTD | +16.7% | +8.1% | +8.6% | +12.7% |
| 1Y | +33.8% | +5.3% | +28.6% | +30.5% |
| 3Y | +54.2% | +48.2% | +6.0% | +30.3% |
| 5Y | +176.4% | +33.2% | +143.1% | +141.3% |
| 10Y | +443.5% | +137.5% | +306.0% | +258.2% |
| All | +11,653.3% | +2,749.1% | +8,904.2% | +3,200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling