+49.5%
VRTX vs NXT
+194.0%
-144.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | +15.1% | -15.5% | -1.0% |
| 30D | +8.0% | +21.8% | -13.8% | +7.0% |
| 3M | +11.0% | +1.6% | +9.5% | +10.9% |
| 6M | +28.2% | -16.7% | +44.9% | +28.6% |
| YTD | +21.5% | +20.4% | +1.1% | +19.3% |
| 1Y | +34.5% | +0.2% | +34.3% | +33.0% |
| 3Y | +49.5% | +208.7% | -159.2% | +41.5% |
| All | +49.5% | +194.0% | -144.5% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling