+172.9%
VRTX vs NTR
+45.0%
+127.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.1% |
| 7D | -7.8% | -2.5% | -5.3% | -7.6% |
| 30D | -2.8% | +17.0% | -19.9% | -4.0% |
| 3M | +18.1% | +22.2% | -4.1% | +16.2% |
| 6M | +3.1% | +5.2% | -2.1% | +2.4% |
| YTD | +13.5% | +29.7% | -16.2% | +10.5% |
| 1Y | +32.4% | +39.4% | -7.0% | +27.9% |
| 3Y | +50.0% | +38.2% | +11.8% | +43.4% |
| 5Y | +172.9% | +47.6% | +125.3% | +161.4% |
| All | +172.9% | +45.0% | +127.9% | +161.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling