+1,747.1%
NXPI vs VRTX
+1,422.9%
+324.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.7% |
| 7D | +1.9% | +0.8% | +1.1% | +1.7% |
| 30D | -1.4% | +12.6% | -14.1% | -4.0% |
| 3M | -29.1% | +23.6% | -52.7% | -32.4% |
| 6M | +6.2% | +14.3% | -8.1% | +2.6% |
| YTD | +5.9% | +20.5% | -14.6% | +1.1% |
| 1Y | +2.9% | +37.6% | -34.7% | -4.6% |
| 3Y | +14.5% | +55.5% | -41.1% | +1.9% |
| 5Y | +17.1% | +175.7% | -158.7% | -8.2% |
| 10Y | +193.4% | +474.2% | -280.8% | +99.2% |
| All | +1,747.1% | +1,422.9% | +324.2% | +920.4% |
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