-24.0%
NKE vs VRTX
+451.8%
-475.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -4.2% | -5.6% | +1.5% | -2.9% |
| 30D | -8.2% | -2.0% | -6.2% | -7.8% |
| 3M | -19.1% | +15.8% | -34.9% | -22.0% |
| 6M | -32.6% | +4.7% | -37.3% | -33.6% |
| YTD | -40.7% | +13.7% | -54.4% | -42.8% |
| 1Y | -48.9% | +29.7% | -78.6% | -52.3% |
| 3Y | -59.2% | +48.4% | -107.7% | -64.2% |
| 5Y | -75.3% | +173.3% | -248.7% | -81.5% |
| All | -24.0% | +451.8% | -475.8% | -45.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling