+6,519.6%
VRTX vs DVA
+5,194.7%
+1,325.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.4% |
| 7D | +0.8% | +1.8% | -1.0% | +0.4% |
| 30D | +12.6% | -2.5% | +15.1% | +13.2% |
| 3M | +23.6% | -4.3% | +27.9% | +24.1% |
| 6M | +14.3% | +18.9% | -4.6% | +8.4% |
| YTD | +20.5% | +61.9% | -41.5% | +5.6% |
| 1Y | +37.6% | +35.7% | +1.9% | +25.3% |
| 3Y | +55.5% | +78.6% | -23.1% | +28.7% |
| 5Y | +175.7% | +39.2% | +136.5% | +133.0% |
| 10Y | +474.2% | +184.0% | +290.2% | +290.4% |
| All | +6,519.6% | +5,194.7% | +1,325.0% | +2,666.9% |
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