+58.8%
VRTX vs EW
+16.7%
+42.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.1% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +12.6% | +1.0% | +11.6% | +12.6% |
| 3M | +23.6% | +2.8% | +20.8% | +23.4% |
| 6M | +14.3% | +5.5% | +8.8% | +13.6% |
| YTD | +20.5% | +5.5% | +15.0% | +19.8% |
| 1Y | +37.6% | +11.0% | +26.5% | +36.2% |
| All | +58.8% | +16.7% | +42.1% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling