+6,000.4%
VRTX vs DECK
+8,125.5%
-2,125.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.0% | -2.5% | +2.9% |
| 7D | +3.7% | +10.4% | -6.7% | +2.8% |
| 30D | +9.0% | +11.1% | -2.1% | +8.0% |
| 3M | +14.7% | -10.8% | +25.5% | +15.7% |
| 6M | +27.7% | -8.7% | +36.5% | +28.4% |
| YTD | +21.1% | -14.0% | +35.1% | +22.0% |
| 1Y | +30.2% | +12.0% | +18.2% | +28.2% |
| 3Y | +45.9% | -10.5% | +56.4% | +43.5% |
| 5Y | +182.7% | +28.5% | +154.2% | +166.1% |
| 10Y | +595.3% | +923.3% | -327.9% | +439.3% |
| All | +6,000.4% | +8,125.5% | -2,125.1% | +4,288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling