+3,206.3%
VRTX vs EFV
+249.2%
+2,957.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.0% |
| 7D | -1.6% | +2.5% | -4.1% | -3.3% |
| 30D | +8.0% | +2.9% | +5.1% | +5.9% |
| 3M | +4.3% | -1.4% | +5.7% | +5.2% |
| 6M | +18.9% | +5.5% | +13.3% | +14.4% |
| YTD | +18.8% | +16.1% | +2.7% | +6.8% |
| 1Y | +24.0% | +20.3% | +3.7% | +8.7% |
| 3Y | +42.1% | +90.4% | -48.3% | -10.1% |
| 5Y | +187.6% | +93.5% | +94.1% | +77.1% |
| 10Y | +485.4% | +161.5% | +323.9% | +184.1% |
| All | +3,206.3% | +249.2% | +2,957.1% | +952.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling