+52,774.0%
NFLX vs VRTX
+2,753.6%
+50,020.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | -0.3% | +3.2% | -3.5% | -0.9% |
| 30D | -10.0% | +7.4% | -17.4% | -11.4% |
| 3M | -17.1% | +4.6% | -21.7% | -17.9% |
| 6M | -27.7% | +27.5% | -55.2% | -31.4% |
| YTD | -32.5% | +20.9% | -53.4% | -35.5% |
| 1Y | -43.5% | +30.1% | -73.6% | -47.0% |
| 3Y | +41.4% | +46.6% | -5.2% | +26.9% |
| 5Y | -2.2% | +191.6% | -193.8% | -24.6% |
| 10Y | +448.1% | +474.5% | -26.5% | +265.2% |
| All | +52,774.0% | +2,753.6% | +50,020.4% | +16,367.8% |
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 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