+280.4%
EMR vs VRTX
+483.3%
-203.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.8% | +0.2% |
| 7D | +2.8% | -1.6% | +4.4% | +3.2% |
| 30D | +3.7% | +8.0% | -4.4% | +1.7% |
| 3M | +2.0% | +4.3% | -2.3% | +0.7% |
| 6M | +22.1% | +18.9% | +3.2% | +16.6% |
| YTD | +27.2% | +18.8% | +8.4% | +21.2% |
| 1Y | +32.0% | +24.0% | +8.1% | +24.4% |
| 3Y | +103.3% | +42.1% | +61.1% | +81.1% |
| 5Y | +88.2% | +187.6% | -99.4% | +38.6% |
| All | +280.4% | +483.3% | -203.0% | +155.9% |
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