+31.4%
VRTX vs ECHO
+9.3%
+22.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.8% | -1.4% |
| 7D | -6.4% | +5.3% | -11.7% | -6.6% |
| 30D | -0.5% | +2.4% | -3.0% | -0.6% |
| 3M | +16.9% | -21.8% | +38.7% | +17.9% |
| 6M | +13.1% | -16.9% | +30.0% | +13.4% |
| YTD | +14.9% | -16.0% | +30.9% | +15.4% |
| 1Y | +31.4% | +9.3% | +22.2% | +34.0% |
| All | +31.4% | +9.3% | +22.2% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling