+11,480.4%
VRTX vs NYT
+838.5%
+10,642.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -6.4% | -1.6% | -4.8% | -6.0% |
| 30D | -0.5% | +2.8% | -3.3% | -1.2% |
| 3M | +16.9% | -9.2% | +26.1% | +19.2% |
| 6M | +13.1% | -17.1% | +30.2% | +17.6% |
| YTD | +14.9% | -3.2% | +18.2% | +14.6% |
| 1Y | +31.4% | +15.7% | +15.7% | +25.0% |
| 3Y | +51.9% | +55.7% | -3.8% | +31.9% |
| 5Y | +177.1% | +39.4% | +137.7% | +139.9% |
| 10Y | +456.3% | +485.6% | -29.3% | +208.6% |
| All | +11,480.4% | +838.5% | +10,642.0% | +5,520.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling