+185.5%
VRTX vs ELAN
-28.2%
+213.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -5.6% | -5.4% | -0.2% | -4.8% |
| 30D | -2.0% | +4.7% | -6.7% | -2.7% |
| 3M | +15.8% | -3.7% | +19.5% | +16.2% |
| 6M | +4.7% | -1.2% | +5.9% | +4.0% |
| YTD | +13.7% | +2.4% | +11.3% | +12.2% |
| 1Y | +29.7% | +23.4% | +6.3% | +24.1% |
| 3Y | +48.4% | +96.7% | -48.2% | +26.1% |
| 5Y | +173.3% | -30.6% | +203.9% | +190.6% |
| All | +185.5% | -28.2% | +213.7% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling