-29.6%
NCLH vs VRTX
+187.6%
-217.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | +0.2% | -1.6% | +1.8% | +0.8% |
| 30D | +20.8% | +8.0% | +12.7% | +17.9% |
| 3M | -8.1% | +4.3% | -12.4% | -9.5% |
| 6M | +11.8% | +18.9% | -7.0% | +5.1% |
| YTD | -19.5% | +18.8% | -38.3% | -24.7% |
| 1Y | -3.2% | +24.0% | -27.2% | -10.7% |
| 3Y | +37.1% | +42.1% | -5.0% | +13.0% |
| All | -29.6% | +187.6% | -217.2% | -52.5% |
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