+493.1%
VRTX vs EW
+236.4%
+256.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | 0.0% |
| 7D | -0.4% | +12.3% | -12.7% | -3.6% |
| 30D | +8.0% | +22.9% | -14.9% | +2.0% |
| 3M | +11.0% | +16.7% | -5.7% | +6.4% |
| 6M | +28.2% | +31.0% | -2.8% | +18.8% |
| YTD | +21.5% | +22.8% | -1.3% | +14.3% |
| 1Y | +34.5% | +25.6% | +9.0% | +25.7% |
| 3Y | +49.5% | +62.0% | -12.5% | +22.7% |
| 5Y | +188.3% | -12.8% | +201.0% | +186.1% |
| 10Y | +493.1% | +239.8% | +253.3% | +246.0% |
| All | +493.1% | +236.4% | +256.7% | +246.0% |
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