-47.4%
NKE vs VRTX
+37.4%
-84.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.5% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -8.6% | +12.6% | -21.2% | -10.9% |
| 3M | -11.0% | +23.6% | -34.7% | -15.2% |
| 6M | -33.2% | +14.3% | -47.5% | -35.2% |
| YTD | -38.1% | +20.5% | -58.6% | -41.4% |
| 1Y | -47.4% | +37.6% | -84.9% | -53.2% |
| All | -47.4% | +37.4% | -84.7% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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