+12,036.0%
VRTX vs NI
+4,028.3%
+8,007.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +0.8% | +2.0% | -1.2% | +0.1% |
| 30D | +12.6% | -3.5% | +16.2% | +14.0% |
| 3M | +23.6% | -9.1% | +32.8% | +27.8% |
| 6M | +14.3% | -11.8% | +26.1% | +19.3% |
| YTD | +20.5% | +1.1% | +19.4% | +19.3% |
| 1Y | +37.6% | +6.7% | +30.9% | +33.2% |
| 3Y | +55.5% | +71.1% | -15.5% | +23.7% |
| 5Y | +175.7% | +94.3% | +81.4% | +106.2% |
| 10Y | +474.2% | +135.8% | +338.4% | +276.3% |
| All | +12,036.0% | +4,028.3% | +8,007.7% | +3,662.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling