+19.4%
ETN vs VRTX
+32.7%
-13.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +3.5% | -5.6% | +9.2% | +3.7% |
| 30D | -7.5% | -2.0% | -5.6% | -7.5% |
| 3M | +8.3% | +15.8% | -7.5% | +6.1% |
| 6M | +20.2% | +4.7% | +15.5% | +19.2% |
| YTD | +34.7% | +13.7% | +21.0% | +32.3% |
| 1Y | +19.4% | +29.7% | -10.3% | +18.2% |
| All | +19.4% | +32.7% | -13.2% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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