+426.7%
VRTX vs NVS
+179.5%
+247.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -5.6% | -14.3% | +8.7% | +3.6% |
| 30D | -2.0% | -10.0% | +8.0% | +4.0% |
| 3M | +15.8% | -10.9% | +26.7% | +23.6% |
| 6M | +4.7% | -12.0% | +16.6% | +12.5% |
| YTD | +13.7% | +2.5% | +11.2% | +9.8% |
| 1Y | +29.7% | +10.7% | +19.0% | +18.5% |
| 3Y | +48.4% | +53.3% | -4.9% | +5.0% |
| 5Y | +173.3% | +93.6% | +79.7% | +57.6% |
| All | +426.7% | +179.5% | +247.2% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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