+194.4%
VRTX vs NVTS
-15.6%
+210.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.3% | -8.4% | -2.3% |
| 7D | +0.8% | +2.7% | -1.9% | +0.7% |
| 30D | +12.6% | -4.5% | +17.1% | +12.7% |
| 3M | +23.6% | -61.5% | +85.2% | +26.2% |
| 6M | +14.3% | +28.0% | -13.7% | +11.9% |
| YTD | +20.5% | +65.3% | -44.8% | +16.7% |
| 1Y | +37.6% | +113.0% | -75.4% | +31.5% |
| 3Y | +55.5% | +34.7% | +20.8% | +48.8% |
| All | +194.4% | -15.6% | +210.0% | +164.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling