+170.3%
VRTX vs NYT
+38.8%
+131.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -5.6% | -0.6% | -5.0% | -5.6% |
| 30D | -2.0% | +4.6% | -6.5% | -2.5% |
| 3M | +15.8% | -9.6% | +25.4% | +16.9% |
| 6M | +4.7% | -14.0% | +18.7% | +6.2% |
| YTD | +13.7% | -2.8% | +16.5% | +13.4% |
| 1Y | +29.7% | +15.6% | +14.1% | +26.2% |
| 3Y | +48.4% | +56.3% | -7.9% | +38.6% |
| All | +170.3% | +38.8% | +131.5% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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