+194.3%
VRTX vs DKS
+29.6%
+164.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +7.9% | +8.9% | -1.0% | +6.9% |
| 3M | +3.3% | -26.4% | +29.6% | +5.6% |
| 6M | +25.7% | -31.1% | +56.8% | +29.3% |
| YTD | +20.7% | -22.8% | +43.5% | +22.5% |
| 1Y | +27.4% | -29.5% | +56.9% | +30.5% |
| 3Y | +46.4% | +42.8% | +3.6% | +35.5% |
| 5Y | +194.3% | +29.2% | +165.1% | +147.6% |
| All | +194.3% | +29.6% | +164.8% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling