+230.5%
VRTX vs NVT
+694.8%
-464.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.9% |
| 7D | -7.8% | +2.0% | -9.8% | -8.1% |
| 30D | -2.8% | -7.2% | +4.3% | -1.9% |
| 3M | +18.1% | -0.9% | +19.0% | +17.2% |
| 6M | +3.1% | +42.6% | -39.5% | -5.3% |
| YTD | +13.5% | +52.9% | -39.4% | +2.5% |
| 1Y | +32.4% | +64.5% | -32.0% | +17.3% |
| 3Y | +50.0% | +178.0% | -128.0% | +14.2% |
| 5Y | +172.9% | +402.8% | -229.9% | +75.9% |
| All | +230.5% | +694.8% | -464.3% | +74.5% |
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