+456.3%
VRTX vs EL
+28.8%
+427.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.9% |
| 7D | -6.4% | -2.4% | -4.0% | -6.0% |
| 30D | -0.5% | +13.7% | -14.2% | -3.1% |
| 3M | +16.9% | +14.5% | +2.4% | +13.6% |
| 6M | +13.1% | +7.4% | +5.7% | +10.5% |
| YTD | +14.9% | -4.7% | +19.6% | +14.2% |
| 1Y | +31.4% | +12.9% | +18.5% | +26.0% |
| 3Y | +51.9% | -32.2% | +84.1% | +56.5% |
| 5Y | +177.1% | -68.4% | +245.4% | +244.9% |
| 10Y | +456.3% | +28.3% | +428.0% | +337.8% |
| All | +456.3% | +28.8% | +427.4% | +337.8% |
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