+48.4%
VRTX vs NRG
+203.5%
-155.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | +0.1% |
| 7D | -5.6% | -4.7% | -0.9% | -5.5% |
| 30D | -2.0% | -6.0% | +4.0% | -1.8% |
| 3M | +15.8% | -8.0% | +23.8% | +15.8% |
| 6M | +4.7% | -23.2% | +27.8% | +5.3% |
| YTD | +13.7% | -28.1% | +41.7% | +14.7% |
| 1Y | +29.7% | -27.3% | +57.0% | +30.6% |
| 3Y | +48.4% | +208.7% | -160.2% | +34.8% |
| All | +48.4% | +203.5% | -155.1% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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