+11,334.7%
VRTX vs NTRS
+5,460.0%
+5,874.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.6% | -1.8% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -2.8% | +0.2% | -3.0% | -3.0% |
| 3M | +18.1% | +13.2% | +4.9% | +12.0% |
| 6M | +3.1% | +36.9% | -33.9% | -9.9% |
| YTD | +13.5% | +39.1% | -25.6% | -1.8% |
| 1Y | +32.4% | +50.4% | -18.0% | +10.6% |
| 3Y | +50.0% | +166.8% | -116.8% | -4.3% |
| 5Y | +172.9% | +92.9% | +80.0% | +90.3% |
| 10Y | +449.3% | +255.7% | +193.6% | +163.9% |
| All | +11,334.7% | +5,460.0% | +5,874.7% | +1,453.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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