+184.6%
VRTX vs NDAQ
+60.8%
+123.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +8.2% | +16.5% | -8.3% | +3.8% |
| 3M | +13.0% | +13.5% | -0.5% | +9.1% |
| 6M | +27.9% | +20.9% | +7.0% | +21.1% |
| YTD | +20.7% | +11.4% | +9.3% | +16.6% |
| 1Y | +31.4% | +25.9% | +5.5% | +22.4% |
| 3Y | +41.8% | +119.9% | -78.0% | +11.1% |
| All | +184.6% | +60.8% | +123.8% | +120.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 5y: compounded portfolio wealth divided by compounded NDAQ 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…
5y analysis · Full analysis span regression · 6 months rolling