+40.6%
VRTX vs DECK
-12.4%
+53.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.1% |
| 7D | +0.5% | +6.0% | -5.6% | +0.1% |
| 30D | +8.0% | +7.4% | +0.6% | +7.5% |
| 3M | +11.9% | -11.7% | +23.5% | +12.6% |
| 6M | +27.8% | -11.0% | +38.8% | +28.5% |
| YTD | +19.7% | -15.4% | +35.0% | +20.5% |
| 1Y | +30.1% | +7.2% | +22.8% | +29.3% |
| All | +40.6% | -12.4% | +53.0% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 3y: compounded portfolio wealth divided by compounded DECK 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…
3y analysis · Full analysis span regression · 6 months rolling