+443.5%
VRTX vs EW
+124.3%
+319.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.4% | -2.2% |
| 7D | -3.4% | -4.4% | +1.0% | -2.2% |
| 30D | +6.6% | -3.3% | +10.0% | +7.7% |
| 3M | +19.4% | +1.0% | +18.4% | +19.0% |
| 6M | +15.8% | +6.2% | +9.6% | +13.7% |
| YTD | +16.7% | +1.7% | +14.9% | +15.7% |
| 1Y | +33.8% | +8.1% | +25.7% | +30.3% |
| 3Y | +54.2% | +17.1% | +37.1% | +39.7% |
| 5Y | +176.4% | -29.4% | +205.7% | +190.7% |
| 10Y | +443.5% | +121.7% | +321.8% | +259.6% |
| All | +443.5% | +124.3% | +319.2% | +259.6% |
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