+50.1%
VRTX vs NUE
+60.7%
-10.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -6.4% | -2.3% | -4.1% | -6.1% |
| 30D | -0.5% | -6.1% | +5.5% | +0.2% |
| 3M | +16.9% | +1.7% | +15.2% | +16.4% |
| 6M | +13.1% | +53.1% | -40.0% | +5.8% |
| YTD | +14.9% | +59.0% | -44.1% | +6.8% |
| 1Y | +31.4% | +85.3% | -53.9% | +19.4% |
| All | +50.1% | +60.7% | -10.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 3y: compounded portfolio wealth divided by compounded NUE 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…
3y analysis · Full analysis span regression · 6 months rolling