+195.8%
NXPI vs VRTX
+452.7%
-256.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -0.9% |
| 7D | +0.7% | -3.4% | +4.1% | +1.6% |
| 30D | -6.6% | +6.6% | -13.2% | -8.4% |
| 3M | -25.4% | +19.4% | -44.8% | -29.4% |
| 6M | +11.9% | +15.8% | -3.9% | +6.4% |
| YTD | +4.0% | +16.7% | -12.6% | -1.4% |
| 1Y | +1.0% | +33.8% | -32.8% | -8.0% |
| 3Y | +16.3% | +54.2% | -37.8% | -0.9% |
| 5Y | +17.7% | +176.4% | -158.7% | -16.7% |
| 10Y | +195.8% | +443.5% | -247.7% | +107.2% |
| All | +195.8% | +452.7% | -256.9% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling