+37.6%
VRTX vs EFV
+30.7%
+6.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | +0.8% | +1.5% | -0.7% | 0.0% |
| 30D | +12.6% | +1.7% | +10.9% | +11.5% |
| 3M | +23.6% | +8.6% | +15.0% | +17.6% |
| 6M | +14.3% | +11.7% | +2.6% | +7.0% |
| YTD | +20.5% | +19.3% | +1.2% | +9.0% |
| 1Y | +37.6% | +30.2% | +7.4% | +16.7% |
| All | +37.6% | +30.7% | +6.9% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling