+4.1%
EWZ vs VRTX
+33.6%
-29.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.9% |
| 7D | +1.4% | -0.4% | +1.8% | +1.4% |
| 30D | -25.1% | +8.0% | -33.1% | -26.0% |
| 3M | -7.7% | +11.0% | -18.8% | -9.2% |
| 6M | -15.8% | +28.2% | -44.0% | -19.7% |
| YTD | +3.6% | +21.5% | -17.9% | -0.1% |
| All | +4.1% | +33.6% | -29.4% | -1.1% |
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