-37.2%
NCLH vs VRTX
+1,075.0%
-1,112.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.3% |
| 7D | -6.5% | +0.8% | -7.3% | -6.6% |
| 30D | -23.3% | +12.6% | -35.9% | -25.1% |
| 3M | -18.6% | +23.6% | -42.2% | -21.9% |
| 6M | -26.2% | +14.3% | -40.5% | -28.3% |
| YTD | -30.2% | +20.5% | -50.7% | -32.9% |
| 1Y | -39.2% | +37.6% | -76.7% | -42.9% |
| 3Y | -5.1% | +55.5% | -60.6% | -14.2% |
| 5Y | -36.8% | +175.7% | -212.5% | -48.1% |
| 10Y | -56.3% | +474.2% | -530.5% | -67.4% |
| All | -37.2% | +1,075.0% | -1,112.1% | -53.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling