+3,550.4%
EMR vs VRTX
+11,908.5%
-8,358.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | +0.7% | +3.2% | -2.5% | +0.3% |
| 30D | +3.5% | +7.4% | -3.9% | +2.6% |
| 3M | +5.9% | +4.6% | +1.3% | +5.3% |
| 6M | +19.4% | +27.5% | -8.0% | +16.0% |
| YTD | +27.7% | +20.9% | +6.8% | +24.6% |
| 1Y | +30.9% | +30.1% | +0.8% | +26.6% |
| 3Y | +104.2% | +46.6% | +57.6% | +93.3% |
| 5Y | +89.6% | +191.6% | -102.0% | +65.6% |
| 10Y | +280.0% | +474.5% | -194.5% | +204.6% |
| All | +3,550.4% | +11,908.5% | -8,358.1% | +1,912.0% |
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