+3,292.8%
VRTX vs NVS
+1,273.7%
+2,019.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.6% | -1.3% | -0.3% | -0.8% |
| 30D | +8.0% | +9.3% | -1.2% | +2.3% |
| 3M | +4.3% | +5.8% | -1.5% | -0.1% |
| 6M | +18.9% | +7.2% | +11.7% | +12.8% |
| YTD | +18.8% | +20.0% | -1.2% | +5.0% |
| 1Y | +24.0% | +25.4% | -1.4% | +6.6% |
| 3Y | +42.1% | +89.2% | -47.1% | -6.7% |
| 5Y | +187.6% | +134.6% | +53.0% | +62.8% |
| 10Y | +485.4% | +251.4% | +234.1% | +160.2% |
| All | +3,292.8% | +1,273.7% | +2,019.0% | +501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling