+177.1%
VRTX vs NSC
+44.1%
+133.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -6.4% | -2.0% | -4.4% | -6.0% |
| 30D | -0.5% | -3.2% | +2.7% | +0.1% |
| 3M | +16.9% | +3.9% | +13.0% | +15.8% |
| 6M | +13.1% | +7.8% | +5.3% | +10.9% |
| YTD | +14.9% | +13.4% | +1.5% | +11.3% |
| 1Y | +31.4% | +20.3% | +11.1% | +25.6% |
| 3Y | +51.9% | +76.1% | -24.2% | +30.8% |
| 5Y | +177.1% | +45.0% | +132.1% | +145.0% |
| All | +177.1% | +44.1% | +133.0% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling