-52.9%
NVO vs VRTX
+50.1%
-103.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -7.6% | -5.6% | -2.0% | -5.9% |
| 30D | -6.0% | -2.0% | -4.0% | -5.3% |
| 3M | -0.8% | +15.8% | -16.6% | -5.1% |
| 6M | +16.5% | +4.7% | +11.8% | +14.5% |
| YTD | -11.1% | +13.7% | -24.8% | -15.0% |
| 1Y | -16.7% | +29.7% | -46.4% | -23.4% |
| 3Y | -52.9% | +48.4% | -101.4% | -60.0% |
| All | -52.9% | +50.1% | -103.0% | -60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling