+426.7%
VRTX vs NSC
+332.1%
+94.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -5.6% | -2.8% | -2.8% | -4.8% |
| 30D | -2.0% | -4.5% | +2.6% | -0.6% |
| 3M | +15.8% | +3.5% | +12.3% | +14.4% |
| 6M | +4.7% | +8.5% | -3.8% | +1.7% |
| YTD | +13.7% | +12.3% | +1.4% | +9.1% |
| 1Y | +29.7% | +18.9% | +10.8% | +22.2% |
| 3Y | +48.4% | +74.1% | -25.7% | +21.3% |
| 5Y | +173.3% | +43.9% | +129.4% | +133.0% |
| All | +426.7% | +332.1% | +94.6% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling