+170.0%
VRTX vs DUOL
+9.2%
+160.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -2.0% |
| 7D | +0.8% | +5.1% | -4.3% | +0.6% |
| 30D | +12.6% | +14.1% | -1.5% | +11.9% |
| 3M | +23.6% | +41.5% | -17.9% | +21.7% |
| 6M | +14.3% | +60.6% | -46.3% | +11.7% |
| YTD | +20.5% | -12.0% | +32.4% | +20.8% |
| 1Y | +37.6% | -43.4% | +80.9% | +40.4% |
| 3Y | +55.5% | +3.7% | +51.8% | +51.2% |
| 5Y | +175.7% | -5.3% | +181.0% | +158.3% |
| All | +170.0% | +9.2% | +160.8% | +151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling