+87.3%
VRTX vs NXT
+178.8%
-91.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.2% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | +12.6% | -15.3% | +28.0% | +13.5% |
| 3M | +23.6% | -43.8% | +67.4% | +26.7% |
| 6M | +14.3% | -18.7% | +32.9% | +14.5% |
| YTD | +20.5% | -3.0% | +23.5% | +19.6% |
| 1Y | +37.6% | +22.7% | +14.9% | +34.6% |
| 3Y | +55.5% | +95.9% | -40.4% | +45.6% |
| All | +87.3% | +178.8% | -91.5% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling