+42.1%
VRTX vs NVD
-98.4%
+140.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -0.7% |
| 7D | -1.6% | +28.6% | -30.2% | -1.2% |
| 30D | +8.0% | +73.6% | -65.6% | +9.0% |
| 3M | +4.3% | +70.1% | -65.8% | +5.3% |
| 6M | +18.9% | +53.6% | -34.7% | +20.1% |
| YTD | +18.8% | -7.0% | +25.8% | +18.7% |
| 1Y | +24.0% | -9.0% | +32.9% | +23.9% |
| 3Y | +42.1% | -98.3% | +140.5% | +27.4% |
| All | +42.1% | -98.4% | +140.5% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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