+188.2%
VRTX vs NVMI
+140.3%
+47.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.2% | -0.6% |
| 7D | -1.6% | +1.5% | -3.0% | -1.7% |
| 30D | +8.0% | -4.1% | +12.1% | +8.2% |
| 3M | +4.3% | -22.8% | +27.0% | +5.8% |
| 6M | +18.9% | -36.9% | +55.8% | +21.5% |
| YTD | +18.8% | -3.2% | +22.0% | +16.2% |
| 1Y | +24.0% | +7.1% | +16.9% | +19.9% |
| 3Y | +42.1% | +181.5% | -139.4% | +17.9% |
| All | +188.2% | +140.3% | +47.9% | +138.3% |
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