+1,972.6%
NOW vs VRTX
+927.6%
+1,045.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | -3.0% | -2.1% | -0.9% | -2.5% |
| 30D | -26.0% | +8.2% | -34.2% | -27.8% |
| 3M | -13.1% | +13.0% | -26.1% | -16.2% |
| 6M | +14.5% | +27.9% | -13.4% | +6.5% |
| YTD | -33.4% | +20.7% | -54.1% | -37.4% |
| 1Y | -40.6% | +31.4% | -72.1% | -45.6% |
| 3Y | -16.3% | +41.8% | -58.1% | -26.7% |
| 5Y | -26.3% | +183.7% | -210.0% | -47.5% |
| 10Y | +512.7% | +592.9% | -80.1% | +254.1% |
| All | +1,972.6% | +927.6% | +1,045.0% | +1,144.6% |
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