-48.9%
NKE vs VRTX
+32.7%
-81.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -21.8% |
| 6M | -32.6% | +4.7% | -37.3% | -33.5% |
| YTD | -40.7% | +13.7% | -54.4% | -43.2% |
| 1Y | -48.9% | +29.7% | -78.6% | -54.6% |
| All | -48.9% | +32.7% | -81.5% | -54.6% |
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