+12,036.0%
VRTX vs ED
+2,348.6%
+9,687.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +12.6% | -0.1% | +12.8% | +12.6% |
| 3M | +23.6% | +3.9% | +19.7% | +21.8% |
| 6M | +14.3% | -3.0% | +17.3% | +15.2% |
| YTD | +20.5% | +10.7% | +9.8% | +15.7% |
| 1Y | +37.6% | +13.3% | +24.2% | +30.8% |
| 3Y | +55.5% | +34.5% | +21.1% | +37.4% |
| 5Y | +175.7% | +67.1% | +108.6% | +123.1% |
| 10Y | +474.2% | +103.0% | +371.2% | +314.6% |
| All | +12,036.0% | +2,348.6% | +9,687.4% | +3,919.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling