+474.5%
VRTX vs EAT
+328.6%
+145.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | +3.2% | -5.9% | +9.1% | +3.6% |
| 30D | +7.4% | +0.7% | +6.8% | +7.3% |
| 3M | +4.6% | -14.2% | +18.8% | +5.4% |
| 6M | +27.5% | +40.7% | -13.3% | +24.0% |
| YTD | +20.9% | +36.0% | -15.1% | +17.4% |
| 1Y | +30.1% | +83.1% | -53.0% | +23.5% |
| 3Y | +46.6% | +474.8% | -428.2% | +26.0% |
| 5Y | +191.6% | +347.6% | -156.0% | +150.5% |
| 10Y | +474.5% | +321.5% | +153.0% | +359.3% |
| All | +474.5% | +328.6% | +145.9% | +359.3% |
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