+2,930.6%
VRTX vs DKS
+6,836.7%
-3,906.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +7.9% | +8.9% | -1.0% | +6.0% |
| 3M | +3.3% | -26.4% | +29.6% | +7.9% |
| 6M | +25.7% | -31.1% | +56.8% | +32.8% |
| YTD | +20.7% | -22.8% | +43.5% | +24.0% |
| 1Y | +27.4% | -29.5% | +56.9% | +33.4% |
| 3Y | +46.4% | +42.8% | +3.6% | +26.2% |
| 5Y | +194.3% | +29.2% | +165.1% | +146.6% |
| 10Y | +494.6% | +235.0% | +259.6% | +244.2% |
| All | +2,930.6% | +6,836.7% | -3,906.1% | +587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling