+130.7%
EEM vs VRTX
+457.9%
-327.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +2.0% | -6.4% | +8.4% | +3.2% |
| 30D | +5.1% | -0.5% | +5.6% | +5.1% |
| 3M | +4.6% | +16.9% | -12.3% | +1.2% |
| 6M | +17.8% | +13.1% | +4.7% | +14.5% |
| YTD | +25.8% | +14.9% | +10.9% | +21.8% |
| 1Y | +36.4% | +31.4% | +5.0% | +28.5% |
| 3Y | +90.0% | +51.9% | +38.1% | +69.7% |
| 5Y | +46.6% | +177.1% | -130.5% | +13.0% |
| All | +130.7% | +457.9% | -327.2% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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