+695.5%
NFLX vs VRTX
+449.2%
+246.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -0.9% |
| 7D | -5.0% | -3.4% | -1.6% | -4.0% |
| 30D | +3.5% | +6.6% | -3.1% | +1.5% |
| 3M | -7.1% | +19.4% | -26.5% | -12.1% |
| 6M | -22.5% | +15.8% | -38.3% | -26.3% |
| YTD | -18.1% | +16.7% | -34.8% | -22.6% |
| 1Y | -38.3% | +33.8% | -72.1% | -44.4% |
| 3Y | +73.4% | +54.2% | +19.2% | +42.3% |
| 5Y | +26.7% | +176.4% | -149.7% | -17.6% |
| All | +695.5% | +449.2% | +246.4% | +359.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling