+188.2%
VRTX vs EFX
-30.1%
+218.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.9% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +8.0% | +25.1% | -17.1% | +3.5% |
| 3M | +4.3% | +1.7% | +2.6% | +3.7% |
| 6M | +18.9% | +18.4% | +0.5% | +14.5% |
| YTD | +18.8% | -12.5% | +31.3% | +20.3% |
| 1Y | +24.0% | -8.1% | +32.0% | +24.2% |
| 3Y | +42.1% | +4.8% | +37.4% | +36.9% |
| All | +188.2% | -30.1% | +218.4% | +192.6% |
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