-40.5%
NCLH vs VRTX
+175.1%
-215.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -3.0% |
| 7D | -4.6% | -6.4% | +1.8% | -2.6% |
| 30D | -19.9% | -0.5% | -19.4% | -19.9% |
| 3M | -22.0% | +16.9% | -38.9% | -26.3% |
| 6M | -28.3% | +13.1% | -41.4% | -31.6% |
| YTD | -33.5% | +14.9% | -48.4% | -37.1% |
| 1Y | -41.5% | +31.4% | -72.9% | -47.0% |
| 3Y | -8.9% | +51.9% | -60.8% | -28.1% |
| 5Y | -40.5% | +177.1% | -217.5% | -59.7% |
| All | -40.5% | +175.1% | -215.6% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling