+170.3%
VRTX vs NVMI
+261.9%
-91.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -5.6% | -0.1% | -5.5% | -5.6% |
| 30D | -2.0% | -8.4% | +6.4% | -1.4% |
| 3M | +15.8% | -33.6% | +49.4% | +18.9% |
| 6M | +4.7% | -14.7% | +19.4% | +4.6% |
| YTD | +13.7% | +13.2% | +0.5% | +10.2% |
| 1Y | +29.7% | +29.0% | +0.7% | +23.7% |
| 3Y | +48.4% | +215.0% | -166.5% | +22.4% |
| All | +170.3% | +261.9% | -91.6% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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