+176.4%
VRTX vs NTAP
+135.7%
+40.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.4% |
| 7D | -3.4% | +3.3% | -6.7% | -3.9% |
| 30D | +6.6% | -0.2% | +6.8% | +6.5% |
| 3M | +19.4% | +11.4% | +8.0% | +17.2% |
| 6M | +15.8% | +88.7% | -72.9% | +3.3% |
| YTD | +16.7% | +78.9% | -62.3% | +4.8% |
| 1Y | +33.8% | +58.8% | -25.0% | +22.7% |
| 3Y | +54.2% | +153.5% | -99.4% | +24.7% |
| 5Y | +176.4% | +136.7% | +39.6% | +121.4% |
| All | +176.4% | +135.7% | +40.7% | +121.4% |
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