-2.5%
NFLX vs VRTX
+186.6%
-189.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +2.6% | -0.4% | +3.0% | +2.6% |
| 30D | -9.0% | +8.0% | -17.0% | -10.5% |
| 3M | -13.7% | +11.0% | -24.8% | -15.6% |
| 6M | -26.9% | +28.2% | -55.1% | -30.5% |
| YTD | -31.8% | +21.5% | -53.3% | -34.7% |
| 1Y | -42.1% | +34.5% | -76.6% | -45.8% |
| 3Y | +47.0% | +49.5% | -2.5% | +27.6% |
| 5Y | -2.5% | +188.3% | -190.8% | -28.0% |
| All | -2.5% | +186.6% | -189.1% | -28.0% |
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