+24.0%
VRTX vs EWJ
+14.0%
+10.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -1.6% | +4.0% | -5.5% | -2.6% |
| 30D | +8.0% | -4.3% | +12.3% | +9.2% |
| 3M | +4.3% | -6.8% | +11.1% | +6.2% |
| 6M | +18.9% | -0.9% | +19.8% | +17.9% |
| YTD | +18.8% | +14.3% | +4.5% | +12.7% |
| 1Y | +24.0% | +15.3% | +8.7% | +17.2% |
| All | +24.0% | +14.0% | +10.0% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling