+470.4%
VRTX vs EW
+254.3%
+216.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.1% |
| 7D | -1.6% | +4.9% | -6.5% | -2.9% |
| 30D | +8.0% | +23.9% | -15.9% | +1.8% |
| 3M | +4.3% | +15.8% | -11.5% | 0.0% |
| 6M | +18.9% | +31.7% | -12.8% | +10.0% |
| YTD | +18.8% | +25.7% | -6.9% | +11.0% |
| 1Y | +24.0% | +24.4% | -0.5% | +16.0% |
| 3Y | +42.1% | +65.9% | -23.7% | +15.8% |
| 5Y | +187.6% | -7.6% | +195.2% | +179.6% |
| All | +470.4% | +254.3% | +216.1% | +213.8% |
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