+181.2%
VRTX vs EFV
+97.2%
+84.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -3.4% | +1.0% | -4.4% | -3.9% |
| 30D | +6.6% | +0.2% | +6.4% | +6.5% |
| 3M | +19.4% | +9.6% | +9.8% | +14.1% |
| 6M | +15.8% | +14.0% | +1.8% | +8.5% |
| YTD | +16.7% | +18.5% | -1.8% | +7.3% |
| 1Y | +33.8% | +27.9% | +5.9% | +18.7% |
| 3Y | +54.2% | +92.4% | -38.3% | +12.6% |
| All | +181.2% | +97.2% | +84.0% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling