+41.8%
VRTX vs EMB
+28.2%
+13.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | +8.2% | +1.3% | +6.9% | +6.7% |
| 3M | +13.0% | -2.7% | +15.8% | +16.6% |
| 6M | +27.9% | -2.8% | +30.8% | +32.2% |
| YTD | +20.7% | -1.1% | +21.8% | +22.3% |
| 1Y | +31.4% | 0.0% | +31.4% | +31.7% |
| 3Y | +41.8% | +28.8% | +13.0% | +15.1% |
| All | +41.8% | +28.2% | +13.6% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling