+2,104.2%
VRTX vs EMB
+126.0%
+1,978.3%
-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% | -2.7% | +15.8% | +15.3% |
| 6M | +27.9% | -2.8% | +30.8% | +30.7% |
| YTD | +20.7% | -1.1% | +21.8% | +21.8% |
| 1Y | +31.4% | 0.0% | +31.4% | +31.7% |
| 3Y | +41.8% | +28.8% | +13.0% | +19.2% |
| 5Y | +183.7% | +6.0% | +177.7% | +172.8% |
| 10Y | +592.9% | +29.1% | +563.7% | +482.0% |
| All | +2,104.2% | +126.0% | +1,978.3% | +1,064.0% |
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