+188.2%
VRTX vs ECL
+38.6%
+149.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | -1.6% | +2.9% | -4.4% | -2.4% |
| 30D | +8.0% | +7.5% | +0.6% | +5.7% |
| 3M | +4.3% | +12.2% | -8.0% | +0.7% |
| 6M | +18.9% | +24.6% | -5.7% | +11.4% |
| YTD | +18.8% | +18.8% | 0.0% | +12.9% |
| 1Y | +24.0% | +19.3% | +4.6% | +17.5% |
| 3Y | +42.1% | +78.2% | -36.1% | +19.8% |
| All | +188.2% | +38.6% | +149.6% | +139.5% |
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