+172.9%
VRTX vs NI
+94.6%
+78.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -7.8% | -0.6% | -7.2% | -7.6% |
| 30D | -2.8% | -1.4% | -1.4% | -2.5% |
| 3M | +18.1% | -10.6% | +28.7% | +21.8% |
| 6M | +3.1% | -9.9% | +13.0% | +5.9% |
| YTD | +13.5% | +1.2% | +12.3% | +12.6% |
| 1Y | +32.4% | +4.4% | +28.0% | +29.9% |
| 3Y | +50.0% | +68.6% | -18.6% | +24.3% |
| 5Y | +172.9% | +98.0% | +74.9% | +110.4% |
| All | +172.9% | +94.6% | +78.3% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling