+3,229.7%
EMR vs VRTX
+11,869.8%
-8,640.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.9% | +2.0% |
| 7D | -1.5% | +0.8% | -2.3% | -1.6% |
| 30D | -5.6% | +12.6% | -18.3% | -6.9% |
| 3M | +7.9% | +23.6% | -15.7% | +5.3% |
| 6M | +6.0% | +14.3% | -8.3% | +4.3% |
| YTD | +16.4% | +20.5% | -4.0% | +13.8% |
| 1Y | +16.6% | +37.6% | -21.0% | +12.2% |
| 3Y | +62.9% | +55.5% | +7.3% | +53.3% |
| 5Y | +60.1% | +175.7% | -115.7% | +40.7% |
| 10Y | +268.7% | +474.2% | -205.4% | +195.6% |
| All | +3,229.7% | +11,869.8% | -8,640.1% | +1,737.4% |
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