+9.8%
VRTX vs ETHA
-44.8%
+54.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.5% |
| 7D | -1.6% | -12.5% | +11.0% | -0.8% |
| 30D | +8.0% | -19.8% | +27.8% | +9.4% |
| 3M | +4.3% | +3.1% | +1.2% | +3.8% |
| 6M | +18.9% | -13.8% | +32.7% | +19.4% |
| YTD | +18.8% | -34.6% | +53.4% | +20.3% |
| 1Y | +24.0% | -38.7% | +62.7% | +25.8% |
| All | +9.8% | -44.8% | +54.7% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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