+177.1%
VRTX vs NVT
+420.2%
-243.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -1.2% |
| 7D | -6.4% | +7.0% | -13.4% | -7.1% |
| 30D | -0.5% | -2.3% | +1.8% | -0.5% |
| 3M | +16.9% | -3.1% | +20.0% | +16.7% |
| 6M | +13.1% | +47.0% | -34.0% | +5.9% |
| YTD | +14.9% | +56.2% | -41.3% | +6.5% |
| 1Y | +31.4% | +74.5% | -43.1% | +19.2% |
| 3Y | +51.9% | +184.0% | -132.1% | +21.3% |
| 5Y | +177.1% | +410.8% | -233.7% | +86.1% |
| All | +177.1% | +420.2% | -243.1% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling