+1,578.5%
NOK vs VRTX
+9,195.7%
-7,617.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +3.1% |
| 7D | -1.8% | +0.8% | -2.6% | -1.9% |
| 30D | +4.7% | +12.6% | -7.9% | +2.2% |
| 3M | -39.7% | +23.6% | -63.3% | -42.2% |
| 6M | +23.1% | +14.3% | +8.8% | +19.3% |
| YTD | +55.0% | +20.5% | +34.6% | +48.6% |
| 1Y | +118.0% | +37.6% | +80.5% | +103.7% |
| 3Y | +170.5% | +55.5% | +114.9% | +142.7% |
| 5Y | +84.9% | +175.7% | -90.9% | +47.8% |
| 10Y | +112.0% | +474.2% | -362.2% | +42.7% |
| All | +1,578.5% | +9,195.7% | -7,617.1% | +456.8% |
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