+148.5%
VRTX vs EOSE
-60.6%
+209.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -5.6% | +1.8% | -7.4% | -5.7% |
| 30D | -2.0% | -6.8% | +4.9% | -1.9% |
| 3M | +15.8% | -36.3% | +52.1% | +16.6% |
| 6M | +4.7% | -38.8% | +43.4% | +5.1% |
| YTD | +13.7% | -65.5% | +79.2% | +15.1% |
| 1Y | +29.7% | -45.3% | +75.0% | +29.4% |
| 3Y | +48.4% | +44.2% | +4.3% | +39.8% |
| 5Y | +173.3% | -69.5% | +242.8% | +146.2% |
| All | +148.5% | -60.6% | +209.1% | +132.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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