+3,464.7%
VRTX vs NDAQ
+2,666.5%
+798.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | +3.2% | +2.9% | +0.4% | +2.4% |
| 30D | +7.4% | +17.5% | -10.1% | +2.7% |
| 3M | +4.6% | +15.4% | -10.9% | +0.4% |
| 6M | +27.5% | +24.6% | +2.9% | +19.4% |
| YTD | +20.9% | +14.4% | +6.4% | +15.4% |
| 1Y | +30.1% | +26.9% | +3.1% | +20.6% |
| 3Y | +46.6% | +119.8% | -73.2% | +15.9% |
| 5Y | +191.6% | +70.5% | +121.1% | +143.6% |
| 10Y | +474.5% | +475.8% | -1.2% | +240.3% |
| All | +3,464.7% | +2,666.5% | +798.2% | +1,278.1% |
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