+188.2%
VRTX vs EOSE
-82.3%
+270.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.3% | -0.9% |
| 7D | -1.6% | +9.8% | -11.3% | -1.8% |
| 30D | +8.0% | -2.1% | +10.1% | +7.9% |
| 3M | +4.3% | -54.1% | +58.4% | +5.9% |
| 6M | +18.9% | -76.9% | +95.8% | +22.4% |
| YTD | +18.8% | -83.3% | +102.1% | +22.3% |
| 1Y | +24.0% | -87.4% | +111.4% | +28.3% |
| 3Y | +42.1% | +61.9% | -19.7% | +31.3% |
| All | +188.2% | -82.3% | +270.5% | +125.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling