+78.7%
VRTX vs NXT
+171.8%
-93.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.3% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -0.5% | -20.0% | +19.4% | +0.5% |
| 3M | +16.9% | -30.9% | +47.8% | +18.7% |
| 6M | +13.1% | -23.8% | +36.9% | +13.7% |
| YTD | +14.9% | -5.4% | +20.4% | +14.3% |
| 1Y | +31.4% | +28.0% | +3.4% | +28.3% |
| 3Y | +51.9% | +93.3% | -41.4% | +42.3% |
| All | +78.7% | +171.8% | -93.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 10y: compounded portfolio wealth divided by compounded NXT 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…
10y analysis · Full analysis span regression · 6 months rolling