+12,036.0%
VRTX vs NOC
+8,944.2%
+3,091.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | +0.8% | -5.2% | +6.0% | +2.4% |
| 30D | +12.6% | -7.2% | +19.8% | +15.1% |
| 3M | +23.6% | -5.1% | +28.7% | +25.3% |
| 6M | +14.3% | -31.1% | +45.4% | +27.2% |
| YTD | +20.5% | -8.6% | +29.0% | +22.4% |
| 1Y | +37.6% | -9.7% | +47.3% | +40.2% |
| 3Y | +55.5% | +24.3% | +31.3% | +40.6% |
| 5Y | +175.7% | +52.6% | +123.1% | +128.5% |
| 10Y | +474.2% | +183.6% | +290.6% | +279.0% |
| All | +12,036.0% | +8,944.2% | +3,091.8% | +3,582.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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