+184.1%
VRTX vs ECL
+31.2%
+152.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.2% |
| 7D | +0.8% | -2.6% | +3.4% | +1.6% |
| 30D | +12.6% | -2.2% | +14.8% | +13.4% |
| 3M | +23.6% | +10.1% | +13.5% | +20.4% |
| 6M | +14.3% | -5.7% | +20.0% | +16.0% |
| YTD | +20.5% | +7.0% | +13.5% | +18.1% |
| 1Y | +37.6% | +2.7% | +34.9% | +36.2% |
| 3Y | +55.5% | +57.7% | -2.2% | +36.2% |
| All | +184.1% | +31.2% | +152.9% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling