+43.2%
VRTX vs NI
+101.6%
-58.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | 0.0% | +3.1% | -3.1% | -0.6% |
| 30D | +11.8% | +11.2% | +0.7% | +9.6% |
| 3M | +3.2% | +9.8% | -6.6% | +1.4% |
| 6M | +21.0% | -1.6% | +22.7% | +21.9% |
| YTD | +19.7% | +12.6% | +7.0% | +16.7% |
| 1Y | +25.0% | +7.8% | +17.2% | +23.1% |
| All | +43.2% | +101.6% | -58.4% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling