+43.6%
EWZ vs VRTX
+580.6%
-537.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | -24.5% | +8.2% | -32.7% | -25.9% |
| 3M | -10.7% | +13.0% | -23.7% | -13.3% |
| 6M | -19.1% | +27.9% | -47.0% | -23.7% |
| YTD | +1.6% | +20.7% | -19.1% | -3.2% |
| 1Y | +4.3% | +31.4% | -27.1% | -2.7% |
| 3Y | +19.0% | +41.8% | -22.9% | +6.1% |
| 5Y | +57.7% | +183.7% | -126.0% | +15.3% |
| All | +43.6% | +580.6% | -537.1% | +0.4% |
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