+193.0%
VRTX vs ELAN
-25.7%
+218.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.8% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | +6.6% | +8.4% | -1.7% | +5.3% |
| 3M | +19.4% | +1.2% | +18.2% | +18.8% |
| 6M | +15.8% | +2.6% | +13.2% | +14.4% |
| YTD | +16.7% | +5.9% | +10.7% | +14.5% |
| 1Y | +33.8% | +25.8% | +8.0% | +27.7% |
| 3Y | +54.2% | +106.8% | -52.6% | +29.9% |
| 5Y | +176.4% | -29.3% | +205.6% | +193.4% |
| All | +193.0% | -25.7% | +218.7% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling