+177.1%
VRTX vs EME
+544.7%
-367.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +1.0% | -1.2% |
| 7D | -6.4% | +2.7% | -9.1% | -6.7% |
| 30D | -0.5% | -6.8% | +6.3% | +0.1% |
| 3M | +16.9% | -8.8% | +25.7% | +17.7% |
| 6M | +13.1% | +5.0% | +8.1% | +11.6% |
| YTD | +14.9% | +23.5% | -8.5% | +10.9% |
| 1Y | +31.4% | +21.3% | +10.1% | +26.1% |
| 3Y | +51.9% | +241.1% | -189.1% | +16.8% |
| 5Y | +177.1% | +549.2% | -372.1% | +74.5% |
| All | +177.1% | +544.7% | -367.7% | +74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling