+246.0%
VRTX vs NVT
+488.5%
-242.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.6% | +8.0% | -9.5% | -2.7% |
| 30D | +8.0% | -24.8% | +32.8% | +11.9% |
| 3M | +4.3% | -32.4% | +36.7% | +9.4% |
| 6M | +18.9% | -33.5% | +52.4% | +24.2% |
| YTD | +18.8% | +13.2% | +5.6% | +11.1% |
| 1Y | +24.0% | +9.0% | +15.0% | +16.6% |
| 3Y | +42.1% | +129.4% | -87.2% | +9.3% |
| 5Y | +187.6% | +230.1% | -42.5% | +98.0% |
| All | +246.0% | +488.5% | -242.5% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling