+12,036.0%
VRTX vs NSC
+4,501.9%
+7,534.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | +0.8% | -5.5% | +6.3% | +2.7% |
| 30D | +12.6% | -3.2% | +15.9% | +13.8% |
| 3M | +23.6% | +7.7% | +16.0% | +20.3% |
| 6M | +14.3% | +4.5% | +9.8% | +11.9% |
| YTD | +20.5% | +15.6% | +4.9% | +13.8% |
| 1Y | +37.6% | +19.8% | +17.7% | +28.3% |
| 3Y | +55.5% | +70.1% | -14.6% | +25.4% |
| 5Y | +175.7% | +46.1% | +129.6% | +130.0% |
| 10Y | +474.2% | +328.1% | +146.1% | +208.5% |
| All | +12,036.0% | +4,501.9% | +7,534.1% | +2,461.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling