+474.1%
VRTX vs ELF
+334.6%
+139.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -2.7% |
| 7D | -3.4% | -1.2% | -2.3% | -3.3% |
| 30D | +6.6% | +5.9% | +0.7% | +6.0% |
| 3M | +19.4% | +99.5% | -80.1% | +11.8% |
| 6M | +15.8% | +26.5% | -10.7% | +12.7% |
| YTD | +16.7% | +37.2% | -20.5% | +12.4% |
| 1Y | +33.8% | -24.4% | +58.2% | +34.3% |
| 3Y | +54.2% | -23.3% | +77.5% | +49.2% |
| 5Y | +176.4% | +245.2% | -68.8% | +127.3% |
| All | +474.1% | +334.6% | +139.5% | +334.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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