+470.4%
VRTX vs NI
+197.8%
+272.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.9% |
| 7D | -1.6% | +4.3% | -5.9% | -2.8% |
| 30D | +8.0% | +12.4% | -4.3% | +4.4% |
| 3M | +4.3% | +10.2% | -5.9% | +1.2% |
| 6M | +18.9% | -0.8% | +19.7% | +18.9% |
| YTD | +18.8% | +13.2% | +5.6% | +14.0% |
| 1Y | +24.0% | +10.1% | +13.9% | +19.9% |
| 3Y | +42.1% | +103.1% | -61.0% | +12.3% |
| 5Y | +187.6% | +115.5% | +72.0% | +120.9% |
| All | +470.4% | +197.8% | +272.6% | +321.5% |
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