+5,558.2%
VRTX vs NRG
+1,537.4%
+4,020.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.7% |
| 7D | -6.4% | +3.9% | -10.3% | -7.3% |
| 30D | -0.5% | -3.0% | +2.4% | -0.1% |
| 3M | +16.9% | -10.9% | +27.8% | +18.5% |
| 6M | +13.1% | -25.3% | +38.4% | +18.3% |
| YTD | +14.9% | -26.8% | +41.8% | +20.2% |
| 1Y | +31.4% | -23.3% | +54.7% | +34.8% |
| 3Y | +51.9% | +208.6% | -156.7% | +2.8% |
| 5Y | +177.1% | +194.1% | -17.1% | +84.6% |
| 10Y | +456.3% | +1,123.6% | -667.3% | +131.5% |
| All | +5,558.2% | +1,537.4% | +4,020.8% | +2,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling