+5,228.0%
VRTX vs EL
+1,685.7%
+3,542.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.9% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +12.6% | +19.8% | -7.2% | +6.9% |
| 3M | +23.6% | +25.7% | -2.1% | +15.6% |
| 6M | +14.3% | +5.4% | +8.8% | +11.1% |
| YTD | +20.5% | +0.2% | +20.2% | +17.6% |
| 1Y | +37.6% | +20.4% | +17.1% | +27.0% |
| 3Y | +55.5% | -32.1% | +87.7% | +57.9% |
| 5Y | +175.7% | -67.2% | +242.9% | +237.9% |
| 10Y | +474.2% | +31.7% | +442.4% | +327.4% |
| All | +5,228.0% | +1,685.7% | +3,542.3% | +2,022.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling