+37.6%
VRTX vs EMB
+5.7%
+31.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.2% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +12.6% | -0.3% | +12.9% | +13.1% |
| 3M | +23.6% | -0.4% | +24.0% | +24.3% |
| 6M | +14.3% | +0.1% | +14.2% | +15.1% |
| YTD | +20.5% | +1.6% | +18.9% | +18.7% |
| 1Y | +37.6% | +5.6% | +32.0% | +32.9% |
| All | +37.6% | +5.7% | +31.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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