+50.1%
VRTX vs NI
+70.0%
-19.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.4% |
| 7D | -6.4% | +1.3% | -7.7% | -6.6% |
| 30D | -0.5% | -0.3% | -0.3% | -0.5% |
| 3M | +16.9% | -9.5% | +26.4% | +19.2% |
| 6M | +13.1% | -10.2% | +23.3% | +15.5% |
| YTD | +14.9% | +1.8% | +13.2% | +14.4% |
| 1Y | +31.4% | +5.7% | +25.8% | +29.5% |
| All | +50.1% | +70.0% | -19.9% | +31.8% |
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