+177.1%
VRTX vs DUOL
-11.2%
+188.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -1.3% |
| 7D | -6.4% | -11.8% | +5.4% | -5.9% |
| 30D | -0.5% | +1.5% | -2.0% | -0.6% |
| 3M | +16.9% | +18.1% | -1.2% | +15.9% |
| 6M | +13.1% | +38.7% | -25.6% | +11.2% |
| YTD | +14.9% | -20.7% | +35.6% | +15.8% |
| 1Y | +31.4% | -49.1% | +80.5% | +34.8% |
| 3Y | +51.9% | -11.0% | +62.9% | +48.6% |
| 5Y | +177.1% | -18.0% | +195.0% | +159.9% |
| All | +177.1% | -11.2% | +188.2% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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