+3,453.2%
VRTX vs NDAQ
+2,327.9%
+1,125.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.6% |
| 7D | +0.8% | -2.4% | +3.3% | +1.5% |
| 30D | +12.6% | +2.5% | +10.2% | +11.8% |
| 3M | +23.6% | +9.9% | +13.7% | +20.0% |
| 6M | +14.3% | +9.4% | +4.8% | +10.9% |
| YTD | +20.5% | +0.4% | +20.0% | +19.4% |
| 1Y | +37.6% | +4.0% | +33.6% | +34.8% |
| 3Y | +55.5% | +94.4% | -38.8% | +27.1% |
| 5Y | +175.7% | +56.7% | +119.0% | +135.7% |
| 10Y | +474.2% | +375.3% | +98.9% | +258.7% |
| All | +3,453.2% | +2,327.9% | +1,125.3% | +1,325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling