+11,868.9%
VRTX vs DTE
+2,826.7%
+9,042.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -1.6% | +3.4% | -5.0% | -2.8% |
| 30D | +8.0% | +8.9% | -0.8% | +4.7% |
| 3M | +4.3% | +1.1% | +3.2% | +3.7% |
| 6M | +18.9% | +0.1% | +18.8% | +18.5% |
| YTD | +18.8% | +11.1% | +7.7% | +13.6% |
| 1Y | +24.0% | +4.9% | +19.0% | +21.0% |
| 3Y | +42.1% | +58.6% | -16.4% | +17.2% |
| 5Y | +187.6% | +47.3% | +140.3% | +141.7% |
| 10Y | +485.4% | +151.3% | +334.1% | +278.0% |
| All | +11,868.9% | +2,826.7% | +9,042.2% | +3,225.2% |
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 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