+2,104.2%
VRTX vs EMB
+127.1%
+1,977.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +13.0% | -2.2% | +15.3% | +14.9% |
| 6M | +27.9% | -2.3% | +30.3% | +30.2% |
| YTD | +20.7% | -0.6% | +21.3% | +21.4% |
| 1Y | +31.4% | +0.5% | +31.0% | +31.2% |
| 3Y | +41.8% | +29.4% | +12.4% | +18.7% |
| 5Y | +183.7% | +6.5% | +177.2% | +171.8% |
| 10Y | +592.9% | +29.8% | +563.1% | +479.9% |
| All | +2,104.2% | +127.1% | +1,977.2% | +1,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling