+42.1%
VRTX vs EME
+216.1%
-174.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.6% | +8.4% | -9.9% | -1.9% |
| 30D | +8.0% | -11.5% | +19.5% | +8.5% |
| 3M | +4.3% | -20.6% | +24.9% | +5.3% |
| 6M | +18.9% | -28.5% | +47.4% | +20.9% |
| YTD | +18.8% | +8.0% | +10.8% | +16.9% |
| 1Y | +24.0% | +6.8% | +17.2% | +22.0% |
| 3Y | +42.1% | +213.9% | -171.8% | +18.7% |
| All | +42.1% | +216.1% | -174.0% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling