+561.9%
NEM vs VRTX
+11,869.8%
-11,307.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.7% |
| 7D | +0.3% | +0.8% | -0.5% | +0.3% |
| 30D | +23.1% | +12.6% | +10.4% | +22.5% |
| 3M | +18.5% | +23.6% | -5.1% | +17.6% |
| 6M | +7.8% | +14.3% | -6.5% | +7.2% |
| YTD | +29.1% | +20.5% | +8.6% | +28.2% |
| 1Y | +72.7% | +37.6% | +35.1% | +70.6% |
| 3Y | +248.7% | +55.5% | +193.2% | +242.2% |
| 5Y | +148.7% | +175.7% | -27.1% | +139.1% |
| 10Y | +304.8% | +474.2% | -169.4% | +280.6% |
| All | +561.9% | +11,869.8% | -11,307.8% | +473.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling