+2,925.6%
VRTX vs DKS
+6,292.4%
-3,366.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | +3.0% | -2.2% | +0.2% |
| 30D | +12.6% | -30.5% | +43.2% | +19.4% |
| 3M | +23.6% | -35.7% | +59.3% | +33.0% |
| 6M | +14.3% | -29.7% | +44.0% | +20.2% |
| YTD | +20.5% | -28.9% | +49.3% | +26.2% |
| 1Y | +37.6% | -35.9% | +73.5% | +46.8% |
| 3Y | +55.5% | +28.2% | +27.4% | +37.2% |
| 5Y | +175.7% | +11.8% | +163.9% | +138.1% |
| 10Y | +474.2% | +211.6% | +262.6% | +237.7% |
| All | +2,925.6% | +6,292.4% | -3,366.8% | +599.9% |
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