+1,805.8%
VRTX vs EW
+6,974.1%
-5,168.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.3% | -2.2% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +12.6% | +1.0% | +11.6% | +12.3% |
| 3M | +23.6% | +2.8% | +20.8% | +22.4% |
| 6M | +14.3% | +5.5% | +8.8% | +11.8% |
| YTD | +20.5% | +5.5% | +15.0% | +17.6% |
| 1Y | +37.6% | +11.0% | +26.5% | +31.7% |
| 3Y | +55.5% | +17.7% | +37.8% | +38.0% |
| 5Y | +175.7% | -25.7% | +201.5% | +178.6% |
| 10Y | +474.2% | +132.8% | +341.4% | +256.4% |
| All | +1,805.8% | +6,974.1% | -5,168.3% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling