+42.3%
VRTX vs DECK
-11.0%
+53.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.5% | +3.1% |
| 7D | +3.7% | +10.4% | -6.7% | +3.0% |
| 30D | +9.0% | +11.1% | -2.1% | +8.3% |
| 3M | +14.7% | -10.8% | +25.5% | +15.4% |
| 6M | +27.7% | -8.7% | +36.5% | +28.2% |
| YTD | +21.1% | -14.0% | +35.1% | +21.8% |
| 1Y | +30.2% | +12.0% | +18.2% | +29.1% |
| All | +42.3% | -11.0% | +53.3% | +35.3% |
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