+426.7%
VRTX vs NI
+143.3%
+283.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.6% | 0.0% | -5.7% | -5.6% |
| 30D | -2.0% | -1.4% | -0.6% | -1.6% |
| 3M | +15.8% | -10.6% | +26.4% | +19.5% |
| 6M | +4.7% | -9.3% | +14.0% | +7.4% |
| YTD | +13.7% | +1.1% | +12.6% | +12.9% |
| 1Y | +29.7% | +3.4% | +26.3% | +27.7% |
| 3Y | +48.4% | +67.9% | -19.4% | +24.6% |
| 5Y | +173.3% | +98.0% | +75.4% | +116.7% |
| All | +426.7% | +143.3% | +283.5% | +310.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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