+51.1%
NEM vs VRTX
+31.2%
+19.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.4% | +6.5% | +8.5% |
| 7D | +3.7% | +3.7% | 0.0% | +2.1% |
| 30D | +2.0% | +9.0% | -7.1% | -1.8% |
| 3M | +21.1% | +14.7% | +6.4% | +14.5% |
| 6M | +9.5% | +27.7% | -18.2% | -1.1% |
| YTD | +19.1% | +21.1% | -2.1% | +11.4% |
| 1Y | +51.1% | +30.2% | +20.9% | +42.3% |
| All | +51.1% | +31.2% | +19.9% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling