+48.7%
VRTX vs NVD
-99.2%
+147.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.3% | -1.4% |
| 7D | -6.4% | +0.5% | -6.9% | -6.4% |
| 30D | -0.5% | -9.3% | +8.8% | -0.7% |
| 3M | +16.9% | -22.1% | +39.0% | +16.5% |
| 6M | +13.1% | -45.8% | +58.9% | +11.8% |
| YTD | +14.9% | -46.7% | +61.7% | +13.7% |
| 1Y | +31.4% | -59.5% | +90.9% | +29.3% |
| 3Y | +51.9% | -99.2% | +151.1% | +27.5% |
| All | +48.7% | -99.2% | +147.9% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling