-20.1%
NVDL vs VRTX
+31.2%
-51.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.4% | -9.5% | -5.7% |
| 7D | -14.0% | +3.7% | -17.7% | -13.7% |
| 30D | -31.2% | +9.0% | -40.2% | -30.7% |
| 3M | -15.5% | +14.7% | -30.2% | -14.8% |
| 6M | -10.3% | +27.7% | -38.0% | -12.4% |
| YTD | -5.8% | +21.1% | -26.9% | -7.4% |
| 1Y | -20.1% | +30.2% | -50.3% | -20.9% |
| All | -20.1% | +31.2% | -51.3% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling