+177.1%
VRTX vs DVA
+41.6%
+135.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | -6.4% | +2.0% | -8.4% | -6.4% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | +16.9% | -7.7% | +24.6% | +17.1% |
| 6M | +13.1% | +20.0% | -6.9% | +12.5% |
| YTD | +14.9% | +61.1% | -46.1% | +13.5% |
| 1Y | +31.4% | +33.9% | -2.4% | +30.5% |
| 3Y | +51.9% | +91.5% | -39.6% | +49.9% |
| 5Y | +177.1% | +41.8% | +135.3% | +185.5% |
| All | +177.1% | +41.6% | +135.4% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling