+54.2%
VRTX vs ECHO
+436.9%
-382.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.0% | -7.2% | -3.2% |
| 7D | -3.4% | +8.6% | -12.0% | -3.4% |
| 30D | +6.6% | +3.8% | +2.9% | +6.6% |
| 3M | +19.4% | -19.9% | +39.3% | +19.5% |
| 6M | +15.8% | -12.1% | +27.9% | +15.9% |
| YTD | +16.7% | -14.1% | +30.7% | +16.7% |
| 1Y | +33.8% | +15.9% | +18.0% | +34.0% |
| 3Y | +54.2% | +417.8% | -363.7% | +53.1% |
| All | +54.2% | +436.9% | -382.7% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling