+5,237.5%
VRTX vs EL
+1,792.3%
+3,445.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.2% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | +8.2% | +16.5% | -8.3% | +3.7% |
| 3M | +13.0% | +29.2% | -16.1% | +4.9% |
| 6M | +27.9% | +27.9% | 0.0% | +18.4% |
| YTD | +20.7% | +6.2% | +14.5% | +15.7% |
| 1Y | +31.4% | +27.2% | +4.3% | +19.8% |
| 3Y | +41.8% | +3.2% | +38.6% | +28.0% |
| 5Y | +183.7% | -66.0% | +249.7% | +245.0% |
| 10Y | +592.9% | +58.3% | +534.5% | +386.6% |
| All | +5,237.5% | +1,792.3% | +3,445.1% | +1,989.0% |
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