+176.4%
VRTX vs EWJ
+51.7%
+124.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.8% | -3.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.5% |
| 30D | +6.6% | +1.1% | +5.5% | +6.1% |
| 3M | +19.4% | +7.1% | +12.3% | +15.8% |
| 6M | +15.8% | +16.2% | -0.4% | +8.4% |
| YTD | +16.7% | +22.0% | -5.3% | +7.1% |
| 1Y | +33.8% | +26.2% | +7.6% | +21.0% |
| 3Y | +54.2% | +73.5% | -19.3% | +19.9% |
| 5Y | +176.4% | +52.7% | +123.7% | +122.0% |
| All | +176.4% | +51.7% | +124.7% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling