+177.9%
VRTX vs NVTS
-16.8%
+194.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | +0.1% |
| 7D | -5.6% | -1.4% | -4.2% | -5.6% |
| 30D | -2.0% | -16.5% | +14.6% | -1.6% |
| 3M | +15.8% | -47.6% | +63.5% | +17.4% |
| 6M | +4.7% | +7.3% | -2.6% | +3.1% |
| YTD | +13.7% | +62.9% | -49.2% | +10.2% |
| 1Y | +29.7% | +91.3% | -61.6% | +24.3% |
| 3Y | +48.4% | +43.4% | +5.0% | +41.6% |
| All | +177.9% | -16.8% | +194.7% | +149.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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