+12,057.6%
VRTX vs ED
+2,605.8%
+9,451.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.7% |
| 7D | -2.1% | +1.6% | -3.8% | -2.7% |
| 30D | +8.2% | +13.3% | -5.1% | +3.5% |
| 3M | +13.0% | +9.7% | +3.3% | +9.2% |
| 6M | +27.9% | +12.8% | +15.1% | +22.3% |
| YTD | +20.7% | +22.3% | -1.6% | +11.8% |
| 1Y | +31.4% | +26.3% | +5.1% | +20.3% |
| 3Y | +41.8% | +45.0% | -3.2% | +22.1% |
| 5Y | +183.7% | +80.2% | +103.5% | +123.7% |
| 10Y | +592.9% | +129.9% | +463.0% | +378.4% |
| All | +12,057.6% | +2,605.8% | +9,451.7% | +3,784.0% |
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