+5,660.7%
VRTX vs NTAP
+22,264.5%
-16,603.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.4% |
| 7D | -0.4% | -5.0% | +4.5% | +0.7% |
| 30D | +8.0% | -25.8% | +33.8% | +15.9% |
| 3M | +11.0% | -6.9% | +17.9% | +11.6% |
| 6M | +28.2% | +50.0% | -21.8% | +11.6% |
| YTD | +21.5% | +66.9% | -45.4% | +2.0% |
| 1Y | +34.5% | +58.3% | -23.7% | +14.4% |
| 3Y | +49.5% | +145.1% | -95.7% | +9.4% |
| 5Y | +188.3% | +114.2% | +74.1% | +115.1% |
| 10Y | +493.1% | +576.6% | -83.5% | +201.1% |
| All | +5,660.7% | +22,264.5% | -16,603.7% | +1,043.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling