+3,231.0%
VRTX vs EFV
+247.9%
+2,983.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | 0.0% | +0.7% | -0.7% | -0.5% |
| 30D | +11.8% | +2.0% | +9.8% | +10.3% |
| 3M | +3.2% | -1.6% | +4.9% | +4.3% |
| 6M | +21.0% | +5.8% | +15.3% | +16.3% |
| YTD | +19.7% | +15.6% | +4.0% | +7.9% |
| 1Y | +25.0% | +19.0% | +6.0% | +10.5% |
| 3Y | +45.2% | +90.7% | -45.4% | -8.2% |
| 5Y | +189.7% | +92.8% | +97.0% | +78.9% |
| 10Y | +489.8% | +160.5% | +329.3% | +187.0% |
| All | +3,231.0% | +247.9% | +2,983.1% | +963.2% |
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