+32.6%
NET vs VRTX
+190.3%
-157.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.4% | -6.0% | -3.5% |
| 7D | -16.4% | +3.7% | -20.0% | -17.4% |
| 30D | -25.8% | +9.0% | -34.9% | -28.0% |
| 3M | -11.5% | +14.7% | -26.2% | -15.7% |
| 6M | +18.9% | +27.7% | -8.8% | +8.6% |
| YTD | +35.2% | +21.1% | +14.1% | +25.0% |
| 1Y | +14.5% | +30.2% | -15.7% | +2.9% |
| 3Y | +313.8% | +45.9% | +267.9% | +225.8% |
| 5Y | +32.6% | +182.7% | -150.1% | -8.8% |
| All | +32.6% | +190.3% | -157.8% | -8.8% |
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 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