+237.1%
VRTX vs NTR
+97.9%
+139.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -2.0% | +16.8% | -18.7% | -4.5% |
| 3M | +15.8% | +20.7% | -4.9% | +11.9% |
| 6M | +4.7% | +0.5% | +4.1% | +4.0% |
| YTD | +13.7% | +29.2% | -15.5% | +7.6% |
| 1Y | +29.7% | +39.6% | -9.9% | +20.6% |
| 3Y | +48.4% | +37.9% | +10.6% | +36.5% |
| 5Y | +173.3% | +47.1% | +126.3% | +132.0% |
| All | +237.1% | +97.9% | +139.1% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling