+277.4%
EMR vs VRTX
+441.1%
-163.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.8% |
| 7D | +0.9% | -6.4% | +7.3% | +2.5% |
| 30D | -5.0% | -0.5% | -4.4% | -4.9% |
| 3M | +5.9% | +16.9% | -11.0% | +1.7% |
| 6M | +7.3% | +13.1% | -5.7% | +3.7% |
| YTD | +14.6% | +14.9% | -0.4% | +10.1% |
| 1Y | +15.6% | +31.4% | -15.8% | +7.5% |
| 3Y | +60.2% | +51.9% | +8.3% | +40.4% |
| 5Y | +65.8% | +177.1% | -111.2% | +23.0% |
| 10Y | +277.4% | +456.3% | -178.9% | +155.8% |
| All | +277.4% | +441.1% | -163.7% | +155.8% |
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