+432.5%
EWZ vs VRTX
+820.3%
-387.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +6.5% | +0.8% | +5.7% | +6.3% |
| 30D | +4.8% | +12.6% | -7.8% | +2.5% |
| 3M | +9.9% | +23.6% | -13.7% | +5.5% |
| 6M | +1.9% | +14.3% | -12.3% | -0.8% |
| YTD | +20.3% | +20.5% | -0.2% | +15.7% |
| 1Y | +35.6% | +37.6% | -2.0% | +27.1% |
| 3Y | +43.4% | +55.5% | -12.1% | +29.2% |
| 5Y | +55.9% | +175.7% | -119.8% | +24.9% |
| 10Y | +84.2% | +474.2% | -390.0% | +25.7% |
| All | +432.5% | +820.3% | -387.7% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling