+1,250.5%
NOK vs VRTX
+9,067.7%
-7,817.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.4% |
| 7D | +5.4% | -1.6% | +6.9% | +5.7% |
| 30D | -14.1% | +8.0% | -22.2% | -15.5% |
| 3M | -23.6% | +4.3% | -27.9% | -24.5% |
| 6M | -45.1% | +18.9% | -64.0% | -47.3% |
| YTD | +24.7% | +18.8% | +5.9% | +19.4% |
| 1Y | +19.0% | +24.0% | -4.9% | +13.1% |
| 3Y | +147.0% | +42.1% | +104.9% | +124.8% |
| 5Y | +58.2% | +187.6% | -129.4% | +25.2% |
| 10Y | +122.3% | +485.4% | -363.2% | +49.0% |
| All | +1,250.5% | +9,067.7% | -7,817.1% | +347.7% |
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