+172.9%
VRTX vs EFX
-37.1%
+210.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | -7.8% | -11.1% | +3.4% | -5.7% |
| 30D | -2.8% | -7.4% | +4.5% | -1.5% |
| 3M | +18.1% | +1.5% | +16.6% | +17.4% |
| 6M | +3.1% | -13.7% | +16.8% | +5.3% |
| YTD | +13.5% | -21.9% | +35.4% | +17.6% |
| 1Y | +32.4% | -30.8% | +63.2% | +40.3% |
| 3Y | +50.0% | -12.4% | +62.4% | +49.7% |
| 5Y | +172.9% | -35.9% | +208.8% | +183.5% |
| All | +172.9% | -37.1% | +210.0% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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