-10.9%
NCLH vs VRTX
+51.7%
-62.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.2% |
| 7D | -4.6% | -6.4% | +1.8% | -3.4% |
| 30D | -19.9% | -0.5% | -19.4% | -19.9% |
| 3M | -22.0% | +16.9% | -38.9% | -24.6% |
| 6M | -28.3% | +13.1% | -41.4% | -30.3% |
| YTD | -33.5% | +14.9% | -48.4% | -35.6% |
| 1Y | -41.5% | +31.4% | -72.9% | -44.5% |
| All | -10.9% | +51.7% | -62.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 3y: compounded portfolio wealth divided by compounded VRTX 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…
3y analysis · Full analysis span regression · 6 months rolling