+12,036.0%
VRTX vs EFX
+5,861.4%
+6,174.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.2% | 0.0% |
| 7D | +0.8% | -8.6% | +9.5% | +3.8% |
| 30D | +12.6% | +0.1% | +12.5% | +12.4% |
| 3M | +23.6% | +3.8% | +19.8% | +21.2% |
| 6M | +14.3% | -13.5% | +27.8% | +18.3% |
| YTD | +20.5% | -17.7% | +38.1% | +25.6% |
| 1Y | +37.6% | -25.6% | +63.2% | +47.8% |
| 3Y | +55.5% | -12.1% | +67.6% | +52.4% |
| 5Y | +175.7% | -33.8% | +209.6% | +188.4% |
| 10Y | +474.2% | +45.1% | +429.0% | +321.4% |
| All | +12,036.0% | +5,861.4% | +6,174.6% | +3,671.8% |
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