+379.9%
NEM vs VRTX
+480.2%
-100.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.1% | -1.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +1.1% | +7.9% | -6.8% | -0.2% |
| 3M | +1.3% | +3.3% | -2.0% | +0.7% |
| 6M | -1.4% | +25.7% | -27.1% | -5.0% |
| YTD | +19.4% | +20.7% | -1.2% | +15.8% |
| 1Y | +32.9% | +27.4% | +5.5% | +27.8% |
| 3Y | +267.0% | +46.4% | +220.6% | +239.7% |
| 5Y | +131.0% | +194.3% | -63.3% | +90.7% |
| 10Y | +379.9% | +494.6% | -114.7% | +282.4% |
| All | +379.9% | +480.2% | -100.3% | +282.4% |
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