+16,801.7%
ETN vs VRTX
+11,492.3%
+5,309.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.1% |
| 7D | +8.0% | -3.4% | +11.5% | +8.4% |
| 30D | -5.9% | +6.6% | -12.5% | -6.6% |
| 3M | +5.0% | +19.4% | -14.4% | +2.8% |
| 6M | +22.4% | +15.8% | +6.6% | +20.2% |
| YTD | +33.6% | +16.7% | +17.0% | +31.0% |
| 1Y | +22.1% | +33.8% | -11.7% | +17.9% |
| 3Y | +85.6% | +54.2% | +31.4% | +75.4% |
| 5Y | +179.2% | +176.4% | +2.9% | +147.3% |
| 10Y | +687.3% | +443.5% | +243.8% | +546.8% |
| All | +16,801.7% | +11,492.3% | +5,309.4% | +10,130.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling