+32.4%
VRTX vs DVA
+33.5%
-1.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.2% |
| 7D | -7.8% | -0.2% | -7.6% | -7.8% |
| 30D | -2.8% | +1.7% | -4.5% | -2.9% |
| 3M | +18.1% | -8.7% | +26.8% | +18.4% |
| 6M | +3.1% | +19.7% | -16.6% | +3.3% |
| YTD | +13.5% | +59.6% | -46.1% | +14.7% |
| 1Y | +32.4% | +37.1% | -4.7% | +34.1% |
| All | +32.4% | +33.5% | -1.1% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling