+164.3%
EWY vs VRTX
+37.4%
+126.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.0% |
| 7D | +4.8% | +0.8% | +4.0% | +4.6% |
| 30D | +11.7% | +12.6% | -1.0% | +8.9% |
| 3M | -7.4% | +23.6% | -31.0% | -12.6% |
| 6M | +40.6% | +14.3% | +26.3% | +36.4% |
| YTD | +94.3% | +20.5% | +73.8% | +86.2% |
| 1Y | +164.3% | +37.6% | +126.7% | +144.7% |
| All | +164.3% | +37.4% | +126.9% | +144.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling