+184.1%
VRTX vs EW
-25.6%
+209.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.5% |
| 3M | +23.6% | +2.8% | +20.8% | +23.2% |
| 6M | +14.3% | +5.5% | +8.8% | +13.4% |
| YTD | +20.5% | +5.5% | +15.0% | +19.4% |
| 1Y | +37.6% | +11.0% | +26.5% | +35.4% |
| 3Y | +55.5% | +17.7% | +37.8% | +48.1% |
| All | +184.1% | -25.6% | +209.7% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling