+6,632.5%
VRTX vs EME
+53,473.8%
-46,841.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | +8.4% | -9.9% | -3.8% |
| 30D | +8.0% | -11.5% | +19.5% | +11.0% |
| 3M | +4.3% | -20.6% | +24.9% | +9.8% |
| 6M | +18.9% | -28.5% | +47.4% | +27.4% |
| YTD | +18.8% | +8.0% | +10.8% | +12.4% |
| 1Y | +24.0% | +6.8% | +17.2% | +17.4% |
| 3Y | +42.1% | +213.9% | -171.8% | -7.1% |
| 5Y | +187.6% | +414.8% | -227.2% | +58.8% |
| 10Y | +485.4% | +916.9% | -431.5% | +145.3% |
| All | +6,632.5% | +53,473.8% | -46,841.3% | +1,402.5% |
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 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