+245.9%
VRTX vs NTR
+103.6%
+142.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.4% |
| 7D | -3.4% | +3.8% | -7.3% | -4.0% |
| 30D | +6.6% | +25.2% | -18.6% | +2.6% |
| 3M | +19.4% | +21.0% | -1.6% | +15.4% |
| 6M | +15.8% | +7.6% | +8.2% | +13.7% |
| YTD | +16.7% | +32.9% | -16.2% | +9.9% |
| 1Y | +33.8% | +43.1% | -9.2% | +23.9% |
| 3Y | +54.2% | +41.6% | +12.6% | +41.2% |
| 5Y | +176.4% | +54.8% | +121.6% | +131.8% |
| All | +245.9% | +103.6% | +142.3% | +157.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling