+55.9%
VRTX vs NVD
-99.2%
+155.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.8% | -2.2% |
| 7D | +0.8% | -11.1% | +11.9% | +0.6% |
| 30D | +12.6% | -13.3% | +25.9% | +12.4% |
| 3M | +23.6% | -19.8% | +43.5% | +23.3% |
| 6M | +14.3% | -48.8% | +63.1% | +12.8% |
| YTD | +20.5% | -49.7% | +70.1% | +19.0% |
| 1Y | +37.6% | -61.4% | +99.0% | +35.2% |
| 3Y | +55.5% | -99.1% | +154.7% | +30.4% |
| All | +55.9% | -99.2% | +155.1% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling