+120.5%
ETN vs VRTX
+187.6%
-67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.6% |
| 7D | +3.6% | -1.6% | +5.2% | +3.9% |
| 30D | -13.4% | +8.0% | -21.4% | -14.7% |
| 3M | -21.9% | +4.3% | -26.2% | -22.8% |
| 6M | -12.8% | +18.9% | -31.7% | -16.2% |
| YTD | +12.1% | +18.8% | -6.7% | +7.5% |
| 1Y | +0.8% | +24.0% | -23.1% | -4.3% |
| 3Y | +64.5% | +42.1% | +22.3% | +49.9% |
| All | +120.5% | +187.6% | -67.0% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling