+1,921.9%
NXPI vs VRTX
+1,425.6%
+496.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.4% |
| 7D | -4.4% | -2.1% | -2.3% | -4.0% |
| 30D | +5.6% | +8.2% | -2.6% | +3.7% |
| 3M | +7.6% | +13.0% | -5.4% | +4.6% |
| 6M | -17.6% | +27.9% | -45.5% | -22.2% |
| YTD | +15.9% | +20.7% | -4.8% | +10.4% |
| 1Y | +22.4% | +31.4% | -9.0% | +14.5% |
| 3Y | +43.2% | +41.8% | +1.4% | +29.9% |
| 5Y | +21.4% | +183.7% | -162.3% | -5.4% |
| 10Y | +186.8% | +592.9% | -406.1% | +88.8% |
| All | +1,921.9% | +1,425.6% | +496.3% | +1,015.0% |
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 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