+67.6%
EWZ vs VRTX
+175.7%
-108.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.1% | +2.4% |
| 7D | +5.6% | -3.4% | +9.0% | +6.1% |
| 30D | +9.3% | +6.6% | +2.6% | +8.3% |
| 3M | +15.7% | +19.4% | -3.7% | +12.7% |
| 6M | +7.4% | +15.8% | -8.4% | +5.0% |
| YTD | +22.7% | +16.7% | +6.0% | +19.7% |
| 1Y | +36.4% | +33.8% | +2.6% | +30.5% |
| 3Y | +50.4% | +54.2% | -3.8% | +37.5% |
| 5Y | +67.6% | +176.4% | -108.7% | +48.5% |
| All | +67.6% | +175.7% | -108.1% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling