+425.8%
VRTX vs EME
+1,301.6%
-875.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -7.8% | +0.9% | -8.7% | -8.0% |
| 30D | -2.8% | -8.4% | +5.5% | -1.4% |
| 3M | +18.1% | -3.6% | +21.7% | +17.9% |
| 6M | +3.1% | +3.6% | -0.5% | +1.0% |
| YTD | +13.5% | +22.5% | -9.0% | +7.2% |
| 1Y | +32.4% | +18.2% | +14.2% | +24.8% |
| 3Y | +50.0% | +238.4% | -188.4% | +5.5% |
| 5Y | +172.9% | +550.5% | -377.7% | +57.4% |
| All | +425.8% | +1,301.6% | -875.8% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling