+62.3%
NOK vs VRTX
+190.2%
-127.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | +11.0% | 0.0% | +11.0% | +11.0% |
| 30D | -16.0% | +11.8% | -27.9% | -17.5% |
| 3M | -19.8% | +3.2% | -23.0% | -20.4% |
| 6M | -37.1% | +21.0% | -58.2% | -39.7% |
| YTD | +28.0% | +19.7% | +8.3% | +22.6% |
| 1Y | +17.9% | +25.0% | -7.0% | +11.9% |
| 3Y | +152.7% | +45.2% | +107.5% | +124.2% |
| 5Y | +62.3% | +189.7% | -127.4% | +17.0% |
| All | +62.3% | +190.2% | -127.9% | +17.0% |
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