+8.1%
EWZ vs VRTX
+31.2%
-23.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.4% | -1.8% | +1.1% |
| 7D | -4.1% | +3.7% | -7.7% | -4.6% |
| 30D | -25.0% | +9.0% | -34.0% | -25.9% |
| 3M | -10.6% | +14.7% | -25.3% | -12.5% |
| 6M | -16.6% | +27.7% | -44.3% | -20.3% |
| YTD | +2.5% | +21.1% | -18.6% | -0.9% |
| 1Y | +8.1% | +30.2% | -22.1% | +3.3% |
| All | +8.1% | +31.2% | -23.1% | +3.3% |
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