+5,968.0%
VRTX vs DECK
+7,820.9%
-1,852.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.3% |
| 7D | +0.8% | -2.2% | +3.0% | +1.0% |
| 30D | +12.6% | -13.6% | +26.2% | +14.0% |
| 3M | +23.6% | -21.2% | +44.9% | +26.0% |
| 6M | +14.3% | -21.1% | +35.4% | +16.3% |
| YTD | +20.5% | -17.2% | +37.7% | +21.8% |
| 1Y | +37.6% | -30.7% | +68.3% | +40.8% |
| 3Y | +55.5% | -3.4% | +58.9% | +51.7% |
| 5Y | +175.7% | +25.5% | +150.2% | +159.8% |
| 10Y | +474.2% | +714.7% | -240.5% | +353.4% |
| All | +5,968.0% | +7,820.9% | -1,852.9% | +4,280.7% |
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