+470.4%
VRTX vs DKS
+226.4%
+244.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -1.6% | +6.3% | -7.9% | -2.1% |
| 30D | +8.0% | +9.3% | -1.3% | +7.1% |
| 3M | +4.3% | -25.3% | +29.6% | +6.4% |
| 6M | +18.9% | -29.2% | +48.1% | +21.8% |
| YTD | +18.8% | -22.7% | +41.5% | +20.5% |
| 1Y | +24.0% | -30.1% | +54.1% | +26.9% |
| 3Y | +42.1% | +45.6% | -3.5% | +33.0% |
| 5Y | +187.6% | +28.5% | +159.1% | +165.3% |
| All | +470.4% | +226.4% | +244.0% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 10y: compounded portfolio wealth divided by compounded DKS 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…
10y analysis · Full analysis span regression · 6 months rolling