+495.5%
VRTX vs NTAP
+570.6%
-75.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.2% | -7.8% | +11.0% | +4.7% |
| 30D | +7.4% | -25.8% | +33.2% | +13.2% |
| 3M | +4.6% | -11.2% | +15.8% | +5.9% |
| 6M | +27.5% | +49.9% | -22.5% | +13.6% |
| YTD | +20.9% | +66.9% | -46.0% | +4.4% |
| 1Y | +30.1% | +58.8% | -28.8% | +13.6% |
| 3Y | +46.6% | +140.8% | -94.2% | +11.9% |
| 5Y | +191.6% | +115.0% | +76.6% | +125.1% |
| All | +495.5% | +570.6% | -75.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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