+3,732.4%
VRTX vs EWJ
+156.6%
+3,575.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | +0.8% | +2.5% | -1.7% | -0.6% |
| 30D | +12.6% | +3.3% | +9.4% | +10.4% |
| 3M | +23.6% | +5.0% | +18.7% | +19.4% |
| 6M | +14.3% | +11.5% | +2.7% | +6.3% |
| YTD | +20.5% | +22.4% | -1.9% | +5.9% |
| 1Y | +37.6% | +30.2% | +7.4% | +16.3% |
| 3Y | +55.5% | +72.8% | -17.3% | +9.2% |
| 5Y | +175.7% | +54.1% | +121.6% | +104.9% |
| 10Y | +474.2% | +140.6% | +333.6% | +226.5% |
| All | +3,732.4% | +156.6% | +3,575.8% | +1,546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling