+1,236.8%
EWY vs VRTX
+1,521.1%
-284.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -7.4% | +23.6% | -31.0% | -11.0% |
| 6M | +40.6% | +14.3% | +26.3% | +36.8% |
| YTD | +94.3% | +20.5% | +73.8% | +87.3% |
| 1Y | +164.3% | +37.6% | +126.7% | +148.7% |
| 3Y | +221.0% | +55.5% | +165.4% | +191.2% |
| 5Y | +139.1% | +175.7% | -36.6% | +94.7% |
| 10Y | +298.8% | +474.2% | -175.4% | +177.8% |
| All | +1,236.8% | +1,521.1% | -284.3% | +383.2% |
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