+443.5%
VRTX vs ECL
+153.2%
+290.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | -3.4% | -0.8% | -2.7% | -3.1% |
| 30D | +6.6% | -2.5% | +9.1% | +7.6% |
| 3M | +19.4% | +8.3% | +11.1% | +15.9% |
| 6M | +15.8% | -1.1% | +16.9% | +16.0% |
| YTD | +16.7% | +6.5% | +10.2% | +13.7% |
| 1Y | +33.8% | +2.1% | +31.7% | +32.1% |
| 3Y | +54.2% | +57.6% | -3.4% | +27.8% |
| 5Y | +176.4% | +28.1% | +148.3% | +144.1% |
| 10Y | +443.5% | +153.2% | +290.3% | +220.0% |
| All | +443.5% | +153.2% | +290.3% | +220.0% |
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