+194.3%
VRTX vs NVTS
-40.8%
+235.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.4% | -7.5% | -0.3% |
| 7D | -0.4% | +7.9% | -8.3% | -0.6% |
| 30D | +7.9% | +0.8% | +7.1% | +7.7% |
| 3M | +3.3% | -26.0% | +29.2% | +3.8% |
| 6M | +25.7% | -55.5% | +81.2% | +27.2% |
| YTD | +20.7% | +41.0% | -20.4% | +17.1% |
| 1Y | +27.4% | +10.4% | +17.0% | +24.4% |
| 3Y | +46.4% | +60.9% | -14.5% | +38.5% |
| 5Y | +194.3% | -42.8% | +237.1% | +166.0% |
| All | +194.3% | -40.8% | +235.1% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling