+493.1%
VRTX vs ECL
+205.6%
+287.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.1% |
| 7D | -0.4% | -0.5% | +0.1% | -0.2% |
| 30D | +8.0% | +8.8% | -0.8% | +4.7% |
| 3M | +11.0% | +7.8% | +3.2% | +8.0% |
| 6M | +28.2% | +21.3% | +6.9% | +19.3% |
| YTD | +21.5% | +17.8% | +3.7% | +14.2% |
| 1Y | +34.5% | +21.1% | +13.5% | +25.0% |
| 3Y | +49.5% | +80.1% | -30.6% | +18.5% |
| 5Y | +188.3% | +40.5% | +147.8% | +147.2% |
| 10Y | +493.1% | +197.7% | +295.4% | +284.7% |
| All | +493.1% | +205.6% | +287.5% | +284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling