+474.7%
VRTX vs EW
+249.9%
+224.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | +4.9% | -4.9% | -1.3% |
| 30D | +11.8% | +24.1% | -12.2% | +5.3% |
| 3M | +3.2% | +13.7% | -10.5% | -0.5% |
| 6M | +21.0% | +32.7% | -11.7% | +11.7% |
| YTD | +19.7% | +24.1% | -4.4% | +12.2% |
| 1Y | +25.0% | +23.6% | +1.3% | +17.2% |
| 3Y | +45.2% | +64.8% | -19.6% | +18.5% |
| 5Y | +189.7% | -8.8% | +198.5% | +182.7% |
| All | +474.7% | +249.9% | +224.8% | +217.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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