+58.8%
VRTX vs EWJ
+72.2%
-13.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +0.8% | +2.5% | -1.7% | 0.0% |
| 30D | +12.6% | +3.3% | +9.4% | +11.3% |
| 3M | +23.6% | +5.0% | +18.7% | +21.2% |
| 6M | +14.3% | +11.5% | +2.7% | +9.3% |
| YTD | +20.5% | +22.4% | -1.9% | +11.5% |
| 1Y | +37.6% | +30.2% | +7.4% | +24.4% |
| All | +58.8% | +72.2% | -13.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling