-75.5%
NKE vs VRTX
+173.5%
-248.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -5.5% | -7.8% | +2.2% | -3.8% |
| 30D | -10.4% | -2.8% | -7.6% | -9.9% |
| 3M | -15.8% | +18.1% | -33.9% | -19.1% |
| 6M | -33.4% | +3.1% | -36.5% | -34.1% |
| YTD | -41.0% | +13.5% | -54.5% | -43.0% |
| 1Y | -49.1% | +32.4% | -81.5% | -52.6% |
| 3Y | -59.8% | +50.0% | -109.8% | -65.3% |
| 5Y | -75.5% | +172.9% | -248.3% | -81.6% |
| All | -75.5% | +173.5% | -248.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling