+172.9%
VRTX vs NTRA
+171.1%
+1.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -7.8% | -0.5% | -7.3% | -7.7% |
| 30D | -2.8% | +4.3% | -7.1% | -3.2% |
| 3M | +18.1% | +50.6% | -32.5% | +14.1% |
| 6M | +3.1% | +63.9% | -60.8% | -1.2% |
| YTD | +13.5% | +42.4% | -28.9% | +9.7% |
| 1Y | +32.4% | +92.1% | -59.7% | +25.3% |
| 3Y | +50.0% | +501.7% | -451.7% | +29.0% |
| 5Y | +172.9% | +171.4% | +1.4% | +133.5% |
| All | +172.9% | +171.1% | +1.8% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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