+746.2%
EEM vs VRTX
+4,947.8%
-4,201.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +2.7% | -1.6% | +4.2% | +3.0% |
| 30D | -5.4% | +8.0% | -13.4% | -6.8% |
| 3M | -8.6% | +4.3% | -12.9% | -9.5% |
| 6M | -8.9% | +18.9% | -27.8% | -12.2% |
| YTD | +11.9% | +18.8% | -6.9% | +7.6% |
| 1Y | +13.1% | +24.0% | -10.9% | +7.8% |
| 3Y | +70.7% | +42.1% | +28.5% | +55.6% |
| 5Y | +31.8% | +187.6% | -155.8% | +3.7% |
| 10Y | +119.5% | +485.4% | -365.9% | +46.0% |
| All | +746.2% | +4,947.8% | -4,201.6% | +210.5% |
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