+157.7%
NEM vs VRTX
+175.1%
-17.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.5% |
| 7D | +3.1% | -6.4% | +9.5% | +4.2% |
| 30D | +10.0% | -0.5% | +10.5% | +10.1% |
| 3M | +30.9% | +16.9% | +14.0% | +27.7% |
| 6M | +10.5% | +13.1% | -2.5% | +8.3% |
| YTD | +29.7% | +14.9% | +14.8% | +27.0% |
| 1Y | +71.1% | +31.4% | +39.7% | +64.7% |
| 3Y | +252.1% | +51.9% | +200.2% | +223.9% |
| 5Y | +157.7% | +177.1% | -19.3% | +138.5% |
| All | +157.7% | +175.1% | -17.4% | +138.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling