+24.0%
VRTX vs NI
+8.7%
+15.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.8% |
| 7D | -1.6% | +4.3% | -5.9% | -2.0% |
| 30D | +8.0% | +12.4% | -4.3% | +7.2% |
| 3M | +4.3% | +10.2% | -5.9% | +3.7% |
| 6M | +18.9% | -0.8% | +19.7% | +21.1% |
| YTD | +18.8% | +13.2% | +5.6% | +20.2% |
| 1Y | +24.0% | +10.1% | +13.9% | +25.7% |
| All | +24.0% | +8.7% | +15.2% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling