+22,725.2%
NVO vs VRTX
+11,492.3%
+11,232.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.8% |
| 7D | +0.1% | -3.4% | +3.5% | +0.4% |
| 30D | -3.2% | +6.6% | -9.8% | -3.7% |
| 3M | +11.5% | +19.4% | -7.9% | +9.9% |
| 6M | +22.9% | +15.8% | +7.1% | +21.3% |
| YTD | -6.8% | +16.7% | -23.5% | -8.1% |
| 1Y | -12.6% | +33.8% | -46.5% | -14.8% |
| 3Y | -49.6% | +54.2% | -103.8% | -51.5% |
| 5Y | +0.6% | +176.4% | -175.8% | -7.7% |
| 10Y | +148.3% | +443.5% | -295.2% | +115.6% |
| All | +22,725.2% | +11,492.3% | +11,232.9% | +16,051.8% |
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