+176.4%
VRTX vs ED
+71.7%
+104.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | -3.4% | +0.5% | -4.0% | -3.6% |
| 30D | +6.6% | +1.1% | +5.5% | +6.2% |
| 3M | +19.4% | +4.6% | +14.8% | +17.8% |
| 6M | +15.8% | -2.0% | +17.8% | +16.2% |
| YTD | +16.7% | +11.7% | +5.0% | +12.8% |
| 1Y | +33.8% | +15.7% | +18.1% | +27.8% |
| 3Y | +54.2% | +34.4% | +19.8% | +38.9% |
| 5Y | +176.4% | +67.3% | +109.1% | +135.6% |
| All | +176.4% | +71.7% | +104.7% | +135.6% |
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