+153.3%
EWY vs VRTX
+175.1%
-21.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.7% |
| 7D | +6.7% | -6.4% | +13.1% | +7.8% |
| 30D | +17.0% | -0.5% | +17.5% | +16.9% |
| 3M | +3.7% | +16.9% | -13.2% | +0.4% |
| 6M | +42.5% | +13.1% | +29.4% | +38.6% |
| YTD | +96.2% | +14.9% | +81.3% | +90.4% |
| 1Y | +160.4% | +31.4% | +128.9% | +146.5% |
| 3Y | +231.7% | +51.9% | +179.8% | +197.5% |
| 5Y | +153.3% | +177.1% | -23.8% | +94.1% |
| All | +153.3% | +175.1% | -21.8% | +94.1% |
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