+6,428.5%
VRTX vs DVA
+4,923.3%
+1,505.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.6% | -8.8% | +7.2% | +0.4% |
| 30D | +8.0% | -3.4% | +11.4% | +8.6% |
| 3M | +4.3% | -2.6% | +6.9% | +4.5% |
| 6M | +18.9% | -11.9% | +30.8% | +21.0% |
| YTD | +18.8% | +53.6% | -34.8% | +5.0% |
| 1Y | +24.0% | +41.9% | -17.9% | +11.5% |
| 3Y | +42.1% | +97.5% | -55.4% | +15.3% |
| 5Y | +187.6% | +65.0% | +122.6% | +132.4% |
| 10Y | +485.4% | +193.2% | +292.2% | +293.1% |
| All | +6,428.5% | +4,923.3% | +1,505.2% | +2,650.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling