+30.1%
VRTX vs EL
+30.6%
-0.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | +3.2% | +7.6% | -4.4% | +1.7% |
| 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% | +20.3% |
| YTD | +20.9% | +9.4% | +11.4% | +16.9% |
| 1Y | +30.1% | +28.4% | +1.7% | +17.7% |
| All | +30.1% | +30.6% | -0.5% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling