+290.8%
EWY vs VRTX
+450.9%
-160.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -3.9% |
| 7D | +1.2% | -7.8% | +9.0% | +2.9% |
| 30D | +9.3% | -2.8% | +12.1% | +9.8% |
| 3M | +2.4% | +18.1% | -15.7% | -1.5% |
| 6M | +40.3% | +3.1% | +37.2% | +38.7% |
| YTD | +88.0% | +13.5% | +74.5% | +81.9% |
| 1Y | +143.8% | +32.4% | +111.4% | +128.1% |
| 3Y | +217.8% | +50.0% | +167.8% | +182.5% |
| 5Y | +142.7% | +172.9% | -30.1% | +85.3% |
| All | +290.8% | +450.9% | -160.1% | +199.9% |
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