+50.3%
EWZ vs VRTX
+519.5%
-469.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | -25.1% | +8.0% | -33.1% | -26.4% |
| 3M | -7.7% | +11.0% | -18.8% | -10.1% |
| 6M | -15.8% | +28.2% | -44.0% | -20.8% |
| YTD | +3.6% | +21.5% | -17.9% | -1.6% |
| 1Y | +5.5% | +34.5% | -29.0% | -2.3% |
| 3Y | +22.1% | +49.5% | -27.4% | +7.0% |
| 5Y | +58.3% | +188.3% | -129.9% | +13.9% |
| 10Y | +50.3% | +493.1% | -442.8% | -3.0% |
| All | +50.3% | +519.5% | -469.2% | -3.0% |
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