+502.6%
EWT vs VRTX
+450.9%
+51.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.3% |
| 7D | -1.1% | -7.8% | +6.7% | +0.2% |
| 30D | +4.8% | -2.8% | +7.6% | +5.2% |
| 3M | +11.1% | +18.1% | -7.0% | +7.7% |
| 6M | +54.6% | +3.1% | +51.5% | +53.3% |
| YTD | +71.4% | +13.5% | +57.9% | +66.9% |
| 1Y | +82.1% | +32.4% | +49.7% | +72.3% |
| 3Y | +193.2% | +50.0% | +143.2% | +167.1% |
| 5Y | +146.1% | +172.9% | -26.8% | +98.6% |
| All | +502.6% | +450.9% | +51.7% | +375.7% |
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