+25.0%
VRTX vs EL
+22.5%
+2.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | 0.0% | +2.7% | -2.6% | -0.5% |
| 30D | +11.8% | +10.8% | +1.0% | +9.6% |
| 3M | +3.2% | +26.5% | -23.3% | -1.5% |
| 6M | +21.0% | +31.1% | -10.1% | +14.5% |
| YTD | +19.7% | +6.6% | +13.1% | +16.4% |
| 1Y | +25.0% | +21.8% | +3.2% | +15.5% |
| All | +25.0% | +22.5% | +2.5% | +15.5% |
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 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