+30.1%
VRTX vs ECHO
+40.9%
-10.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.6% |
| 7D | +3.2% | +2.2% | +1.0% | +3.1% |
| 30D | +7.4% | +9.8% | -2.4% | +7.1% |
| 3M | +4.6% | +16.8% | -12.3% | +4.0% |
| 6M | +27.5% | -18.1% | +45.6% | +27.9% |
| YTD | +20.9% | -4.2% | +25.0% | +21.5% |
| 1Y | +30.1% | +41.2% | -11.2% | +38.0% |
| All | +30.1% | +40.9% | -10.8% | +38.0% |
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