+2,279.6%
VRTX vs ECHO
+256.8%
+2,022.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.9% | -6.3% | -0.2% |
| 7D | -0.4% | +3.0% | -3.4% | -0.9% |
| 30D | +8.0% | +6.7% | +1.3% | +6.8% |
| 3M | +11.0% | +12.4% | -1.3% | +8.9% |
| 6M | +28.2% | -20.4% | +48.6% | +30.7% |
| YTD | +21.5% | -6.9% | +28.4% | +20.4% |
| 1Y | +34.5% | +37.7% | -3.2% | +26.0% |
| 3Y | +49.5% | +902.9% | -853.4% | -16.8% |
| 5Y | +188.3% | +275.3% | -87.1% | +96.0% |
| 10Y | +493.1% | +159.0% | +334.1% | +324.4% |
| All | +2,279.6% | +256.8% | +2,022.8% | +1,149.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling