+188.3%
VRTX vs EAT
+368.3%
-180.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | -0.4% | -3.9% | +3.5% | -0.2% |
| 30D | +8.0% | +5.0% | +3.0% | +7.6% |
| 3M | +11.0% | -9.6% | +20.7% | +11.5% |
| 6M | +28.2% | +46.8% | -18.6% | +24.5% |
| YTD | +21.5% | +41.8% | -20.3% | +18.0% |
| 1Y | +34.5% | +98.3% | -63.8% | +27.2% |
| 3Y | +49.5% | +503.1% | -453.6% | +26.5% |
| 5Y | +188.3% | +356.7% | -168.4% | +134.8% |
| All | +188.3% | +368.3% | -180.0% | +134.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling