+7.8%
NEM vs VRTX
+14.9%
-7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +23.1% | +12.6% | +10.4% | +17.4% |
| 3M | +18.5% | +23.6% | -5.1% | +9.1% |
| 6M | +7.8% | +14.3% | -6.5% | +1.1% |
| All | +7.8% | +14.9% | -7.1% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling