+6,726.5%
VRTX vs EME
+61,143.5%
-54,417.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.9% | -2.6% |
| 7D | +0.8% | +1.9% | -1.1% | +0.3% |
| 30D | +12.6% | -8.3% | +20.9% | +15.1% |
| 3M | +23.6% | -10.7% | +34.4% | +25.9% |
| 6M | +14.3% | +1.9% | +12.4% | +11.6% |
| YTD | +20.5% | +23.5% | -3.0% | +10.9% |
| 1Y | +37.6% | +18.0% | +19.6% | +26.7% |
| 3Y | +55.5% | +236.1% | -180.6% | +0.7% |
| 5Y | +175.7% | +527.9% | -352.1% | +45.0% |
| 10Y | +474.2% | +1,252.8% | -778.6% | +123.5% |
| All | +6,726.5% | +61,143.5% | -54,417.0% | +1,383.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling