+175.7%
ETN vs VRTX
+173.5%
+2.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +3.0% | -7.8% | +10.8% | +4.5% |
| 30D | -10.9% | -2.8% | -8.1% | -10.6% |
| 3M | +9.2% | +18.1% | -8.9% | +5.3% |
| 6M | +13.9% | +3.1% | +10.8% | +12.7% |
| YTD | +29.5% | +13.5% | +16.0% | +25.5% |
| 1Y | +14.2% | +32.4% | -18.2% | +7.0% |
| 3Y | +79.9% | +50.0% | +29.9% | +62.1% |
| 5Y | +175.7% | +172.9% | +2.8% | +129.1% |
| All | +175.7% | +173.5% | +2.2% | +129.1% |
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