+456.3%
VRTX vs ECHO
+187.5%
+268.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.3% |
| 7D | -6.4% | +5.3% | -11.7% | -6.7% |
| 30D | -0.5% | +2.4% | -3.0% | -0.7% |
| 3M | +16.9% | -21.8% | +38.7% | +18.3% |
| 6M | +13.1% | -16.9% | +30.0% | +13.8% |
| YTD | +14.9% | -16.0% | +30.9% | +15.4% |
| 1Y | +31.4% | +9.3% | +22.2% | +29.7% |
| 3Y | +51.9% | +406.2% | -354.3% | +24.7% |
| 5Y | +177.1% | +251.0% | -73.9% | +138.2% |
| 10Y | +456.3% | +191.3% | +265.0% | +397.5% |
| All | +456.3% | +187.5% | +268.7% | +397.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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