+54.2%
VRTX vs NVTS
+45.8%
+8.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.2% |
| 7D | -3.4% | +9.7% | -13.1% | -3.6% |
| 30D | +6.6% | -13.6% | +20.2% | +6.9% |
| 3M | +19.4% | -51.0% | +70.4% | +20.9% |
| 6M | +15.8% | +46.3% | -30.5% | +13.3% |
| YTD | +16.7% | +68.1% | -51.4% | +13.5% |
| 1Y | +33.8% | +113.9% | -80.1% | +28.7% |
| 3Y | +54.2% | +45.3% | +8.9% | +49.2% |
| All | +54.2% | +45.8% | +8.4% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling