+27.9%
VRTX vs EW
+23.5%
+4.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -2.1% | +11.0% | -13.1% | -5.2% |
| 30D | +8.2% | +19.1% | -10.9% | +2.3% |
| 3M | +13.0% | +14.4% | -1.3% | +8.5% |
| 6M | +27.9% | +22.8% | +5.2% | +23.6% |
| All | +27.9% | +23.5% | +4.5% | +23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling