+300.2%
NEM vs VRTX
+450.9%
-150.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.8% |
| 7D | -3.3% | -7.8% | +4.5% | -2.0% |
| 30D | +7.8% | -2.8% | +10.7% | +8.4% |
| 3M | +36.3% | +18.1% | +18.2% | +32.6% |
| 6M | +6.6% | +3.1% | +3.5% | +5.9% |
| YTD | +27.1% | +13.5% | +13.6% | +24.5% |
| 1Y | +62.3% | +32.4% | +29.9% | +55.2% |
| 3Y | +245.1% | +50.0% | +195.1% | +217.5% |
| 5Y | +154.0% | +172.9% | -18.9% | +110.7% |
| All | +300.2% | +450.9% | -150.7% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling