+502.5%
EWT vs VRTX
+955.9%
-453.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.2% |
| 7D | +9.1% | -1.6% | +10.7% | +9.4% |
| 30D | -12.2% | +8.0% | -20.3% | -13.3% |
| 3M | -9.4% | +4.3% | -13.7% | -10.1% |
| 6M | +2.7% | +18.9% | -16.2% | -0.4% |
| YTD | +53.3% | +18.8% | +34.5% | +48.5% |
| 1Y | +59.2% | +24.0% | +35.2% | +53.1% |
| 3Y | +157.1% | +42.1% | +115.0% | +139.2% |
| 5Y | +119.6% | +187.6% | -68.0% | +82.0% |
| 10Y | +446.9% | +485.4% | -38.5% | +295.3% |
| All | +502.5% | +955.9% | -453.4% | +186.8% |
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 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