+474.5%
VRTX vs EL
+60.9%
+413.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +3.2% | +7.6% | -4.4% | +1.8% |
| 30D | +7.4% | +15.7% | -8.3% | +4.4% |
| 3M | +4.6% | +30.5% | -26.0% | -0.9% |
| 6M | +27.5% | +32.5% | -5.1% | +20.0% |
| YTD | +20.9% | +9.4% | +11.4% | +16.8% |
| 1Y | +30.1% | +28.4% | +1.7% | +21.9% |
| 3Y | +46.6% | +4.4% | +42.2% | +37.3% |
| 5Y | +191.6% | -64.5% | +256.1% | +256.5% |
| 10Y | +474.5% | +64.9% | +409.7% | +327.5% |
| All | +474.5% | +60.9% | +413.7% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling