+188.2%
VRTX vs ED
+85.1%
+103.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.1% |
| 7D | -1.6% | +2.1% | -3.6% | -2.1% |
| 30D | +8.0% | +10.4% | -2.4% | +5.1% |
| 3M | +4.3% | +12.5% | -8.3% | +0.9% |
| 6M | +18.9% | +14.9% | +4.0% | +14.2% |
| YTD | +18.8% | +24.8% | -6.0% | +11.2% |
| 1Y | +24.0% | +23.8% | +0.1% | +16.3% |
| 3Y | +42.1% | +51.6% | -9.5% | +23.1% |
| All | +188.2% | +85.1% | +103.1% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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