+842.3%
EEM vs VRTX
+4,730.7%
-3,888.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -5.6% | +4.4% | -0.2% |
| 30D | +2.1% | -2.0% | +4.0% | +2.4% |
| 3M | +1.0% | +15.8% | -14.8% | -2.0% |
| 6M | +15.9% | +4.7% | +11.2% | +14.5% |
| YTD | +24.6% | +13.7% | +11.0% | +21.0% |
| 1Y | +32.3% | +29.7% | +2.6% | +25.1% |
| 3Y | +85.9% | +48.4% | +37.5% | +68.2% |
| 5Y | +45.4% | +173.3% | -128.0% | +15.6% |
| 10Y | +130.1% | +450.2% | -320.1% | +54.4% |
| All | +842.3% | +4,730.7% | -3,888.4% | +249.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling