+28.0%
EMR vs VRTX
+26.3%
+1.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | +2.1% | +11.8% | -9.7% | -0.6% |
| 3M | +2.3% | +3.2% | -1.0% | +1.3% |
| 6M | +22.5% | +21.0% | +1.5% | +15.5% |
| YTD | +27.2% | +19.7% | +7.5% | +19.3% |
| 1Y | +28.0% | +25.0% | +3.0% | +18.6% |
| All | +28.0% | +26.3% | +1.7% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling