+456.3%
VRTX vs EAT
+370.1%
+86.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.8% | -1.2% |
| 7D | -6.4% | -6.8% | +0.4% | -5.9% |
| 30D | -0.5% | -5.4% | +4.8% | -0.2% |
| 3M | +16.9% | +42.8% | -25.8% | +13.8% |
| 6M | +13.1% | +56.5% | -43.4% | +9.0% |
| YTD | +14.9% | +50.0% | -35.1% | +11.0% |
| 1Y | +31.4% | +38.3% | -6.8% | +27.4% |
| 3Y | +51.9% | +591.6% | -539.7% | +28.3% |
| 5Y | +177.1% | +312.6% | -135.6% | +138.6% |
| 10Y | +456.3% | +381.4% | +74.8% | +368.6% |
| All | +456.3% | +370.1% | +86.2% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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