+456.3%
VRTX vs EWJ
+138.2%
+318.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | -6.4% | +1.0% | -7.4% | -6.9% |
| 30D | -0.5% | +1.0% | -1.5% | -1.2% |
| 3M | +16.9% | +7.2% | +9.7% | +11.6% |
| 6M | +13.1% | +13.9% | -0.8% | +3.8% |
| YTD | +14.9% | +20.8% | -5.8% | +1.6% |
| 1Y | +31.4% | +26.4% | +5.1% | +12.7% |
| 3Y | +51.9% | +71.8% | -19.8% | +4.2% |
| 5Y | +177.1% | +49.9% | +127.2% | +109.5% |
| 10Y | +456.3% | +140.0% | +316.3% | +180.6% |
| All | +456.3% | +138.2% | +318.0% | +180.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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