+154.5%
EWT vs VRTX
+175.1%
-20.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.1% | -6.4% | +8.5% | +3.1% |
| 30D | +9.4% | -0.5% | +9.9% | +9.4% |
| 3M | +10.9% | +16.9% | -6.0% | +7.9% |
| 6M | +57.9% | +13.1% | +44.9% | +54.3% |
| YTD | +75.9% | +14.9% | +61.0% | +71.2% |
| 1Y | +89.7% | +31.4% | +58.3% | +80.4% |
| 3Y | +200.9% | +51.9% | +149.0% | +174.4% |
| 5Y | +154.5% | +177.1% | -22.6% | +101.8% |
| All | +154.5% | +175.1% | -20.6% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling