+27.4%
VRTX vs NVTS
+6.3%
+21.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.5% | -0.2% |
| 7D | -0.4% | +7.9% | -8.3% | -0.4% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | +3.3% | -26.0% | +29.2% | +3.4% |
| 6M | +25.7% | -55.5% | +81.2% | +26.3% |
| YTD | +20.7% | +41.0% | -20.4% | +13.3% |
| 1Y | +27.4% | +10.4% | +17.0% | +20.5% |
| All | +27.4% | +6.3% | +21.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling