-27.6%
NCLH vs VRTX
+1,058.8%
-1,086.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +0.2% | -1.6% | +1.8% | +0.5% |
| 30D | +20.8% | +8.0% | +12.7% | +19.1% |
| 3M | -8.1% | +4.3% | -12.4% | -8.9% |
| 6M | +11.8% | +18.9% | -7.0% | +8.0% |
| YTD | -19.5% | +18.8% | -38.3% | -22.4% |
| 1Y | -3.2% | +24.0% | -27.2% | -7.4% |
| 3Y | +37.1% | +42.1% | -5.0% | +26.0% |
| 5Y | -29.9% | +187.6% | -217.5% | -42.8% |
| 10Y | -53.3% | +485.4% | -538.7% | -65.1% |
| All | -27.6% | +1,058.8% | -1,086.3% | -46.3% |
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