+11,958.2%
VRTX vs EFX
+6,189.0%
+5,769.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | 0.0% | -3.6% | +3.7% | +1.2% |
| 30D | +11.8% | +25.3% | -13.5% | +3.4% |
| 3M | +3.2% | +3.8% | -0.6% | +1.3% |
| 6M | +21.0% | +12.7% | +8.3% | +14.6% |
| YTD | +19.7% | -13.1% | +32.8% | +22.0% |
| 1Y | +25.0% | -9.3% | +34.3% | +25.4% |
| 3Y | +45.2% | +3.5% | +41.7% | +34.2% |
| 5Y | +189.7% | -30.6% | +220.3% | +197.6% |
| 10Y | +489.8% | +80.2% | +409.6% | +298.8% |
| All | +11,958.2% | +6,189.0% | +5,769.2% | +3,562.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling