+5,274.3%
VRTX vs EL
+1,845.6%
+3,428.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -0.1% |
| 7D | -0.4% | +8.0% | -8.4% | -2.5% |
| 30D | +8.0% | +15.4% | -7.4% | +3.8% |
| 3M | +11.0% | +28.5% | -17.5% | +3.2% |
| 6M | +28.2% | +32.2% | -4.1% | +17.5% |
| YTD | +21.5% | +9.2% | +12.3% | +15.7% |
| 1Y | +34.5% | +30.8% | +3.7% | +21.7% |
| 3Y | +49.5% | +3.7% | +45.8% | +34.9% |
| 5Y | +188.3% | -64.8% | +253.1% | +247.2% |
| 10Y | +493.1% | +60.0% | +433.1% | +315.6% |
| All | +5,274.3% | +1,845.6% | +3,428.7% | +1,987.6% |
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