+42.1%
VRTX vs ECL
+79.8%
-37.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.3% |
| 7D | -1.6% | +2.9% | -4.4% | -2.5% |
| 30D | +8.0% | +7.5% | +0.6% | +5.4% |
| 3M | +4.3% | +12.2% | -8.0% | +0.3% |
| 6M | +18.9% | +24.6% | -5.7% | +10.7% |
| YTD | +18.8% | +18.8% | 0.0% | +12.4% |
| 1Y | +24.0% | +19.3% | +4.6% | +16.9% |
| 3Y | +42.1% | +78.2% | -36.1% | +21.8% |
| All | +42.1% | +79.8% | -37.7% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling