+3,459.5%
VRTX vs NDAQ
+2,593.6%
+865.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +13.0% | +13.5% | -0.5% | +9.0% |
| 6M | +27.9% | +20.9% | +7.0% | +20.8% |
| YTD | +20.7% | +11.4% | +9.3% | +16.1% |
| 1Y | +31.4% | +25.9% | +5.5% | +22.2% |
| 3Y | +41.8% | +119.9% | -78.0% | +12.0% |
| 5Y | +183.7% | +61.7% | +121.9% | +140.5% |
| 10Y | +592.9% | +481.6% | +111.3% | +309.9% |
| All | +3,459.5% | +2,593.6% | +865.9% | +1,286.3% |
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