+66.5%
EWZ vs VRTX
+483.3%
-416.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | +0.8% | -1.6% | +2.3% | +1.1% |
| 30D | -24.4% | +8.0% | -32.4% | -25.7% |
| 3M | -4.6% | +4.3% | -8.9% | -5.6% |
| 6M | -11.6% | +18.9% | -30.4% | -15.4% |
| YTD | +2.4% | +18.8% | -16.4% | -2.3% |
| 1Y | +2.1% | +24.0% | -21.9% | -3.7% |
| 3Y | +18.7% | +42.1% | -23.4% | +5.2% |
| 5Y | +54.2% | +187.6% | -133.4% | +10.5% |
| All | +66.5% | +483.3% | -416.8% | +10.0% |
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