+2,196.9%
VRTX vs NVMI
+1,976.9%
+220.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -6.4% | +6.9% | -13.3% | -7.0% |
| 30D | -0.5% | -2.8% | +2.3% | -0.4% |
| 3M | +16.9% | -27.3% | +44.2% | +19.4% |
| 6M | +13.1% | -13.7% | +26.7% | +13.3% |
| YTD | +14.9% | +13.8% | +1.1% | +12.1% |
| 1Y | +31.4% | +34.9% | -3.4% | +25.8% |
| 3Y | +51.9% | +213.5% | -161.6% | +32.0% |
| 5Y | +177.1% | +272.5% | -95.4% | +134.1% |
| 10Y | +456.3% | +3,142.4% | -2,686.1% | +290.2% |
| All | +2,196.9% | +1,976.9% | +220.0% | +1,335.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling