+188.3%
VRTX vs NTAP
+114.1%
+74.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.2% |
| 7D | -0.4% | -5.0% | +4.5% | +0.1% |
| 30D | +8.0% | -25.8% | +33.8% | +11.5% |
| 3M | +11.0% | -6.9% | +17.9% | +11.0% |
| 6M | +28.2% | +50.0% | -21.8% | +17.8% |
| YTD | +21.5% | +66.9% | -45.4% | +9.0% |
| 1Y | +34.5% | +58.3% | -23.7% | +21.8% |
| 3Y | +49.5% | +145.1% | -95.7% | +19.3% |
| 5Y | +188.3% | +114.2% | +74.1% | +133.3% |
| All | +188.3% | +114.1% | +74.2% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling