+2,266.7%
VRTX vs ECHO
+267.2%
+1,999.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.5% | -0.9% |
| 7D | +3.2% | +2.2% | +1.0% | +2.8% |
| 30D | +7.4% | +9.8% | -2.4% | +5.8% |
| 3M | +4.6% | +16.8% | -12.3% | +2.0% |
| 6M | +27.5% | -18.1% | +45.6% | +29.5% |
| YTD | +20.9% | -4.2% | +25.0% | +19.3% |
| 1Y | +30.1% | +41.2% | -11.2% | +21.4% |
| 3Y | +46.6% | +943.7% | -897.1% | -18.9% |
| 5Y | +191.6% | +277.5% | -86.0% | +99.0% |
| 10Y | +474.5% | +159.8% | +314.8% | +313.4% |
| All | +2,266.7% | +267.2% | +1,999.5% | +1,137.6% |
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