+189.7%
VRTX vs EFV
+92.8%
+96.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | +11.8% | +2.0% | +9.8% | +10.7% |
| 3M | +3.2% | -1.6% | +4.9% | +4.0% |
| 6M | +21.0% | +5.8% | +15.3% | +17.6% |
| YTD | +19.7% | +15.6% | +4.0% | +11.3% |
| 1Y | +25.0% | +19.0% | +6.0% | +14.7% |
| 3Y | +45.2% | +90.7% | -45.4% | +6.3% |
| 5Y | +189.7% | +92.8% | +97.0% | +111.6% |
| All | +189.7% | +92.8% | +96.9% | +111.6% |
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