+910.6%
EWY vs VRTX
+1,498.8%
-588.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | -10.7% | +8.0% | -18.7% | -11.9% |
| 3M | -20.1% | +4.3% | -24.4% | -20.8% |
| 6M | -24.3% | +18.9% | -43.2% | -26.9% |
| YTD | +46.9% | +18.8% | +28.1% | +41.7% |
| 1Y | +55.2% | +24.0% | +31.2% | +48.5% |
| 3Y | +157.0% | +42.1% | +114.8% | +136.4% |
| 5Y | +98.9% | +187.6% | -88.7% | +60.6% |
| 10Y | +226.3% | +485.4% | -259.1% | +127.1% |
| All | +910.6% | +1,498.8% | -588.2% | +265.5% |
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