+180.9%
VRTX vs NVTS
-17.0%
+198.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | -1.4% |
| 7D | -6.4% | +3.5% | -9.9% | -6.5% |
| 30D | -0.5% | -11.9% | +11.4% | -0.3% |
| 3M | +16.9% | -49.2% | +66.1% | +18.5% |
| 6M | +13.1% | +38.4% | -25.4% | +10.4% |
| YTD | +14.9% | +62.5% | -47.5% | +11.4% |
| 1Y | +31.4% | +101.4% | -70.0% | +25.8% |
| 3Y | +51.9% | +40.4% | +11.5% | +45.0% |
| All | +180.9% | -17.0% | +198.0% | +152.1% |
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