+58.8%
VRTX vs ELF
-17.1%
+75.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.3% |
| 7D | +0.8% | +5.4% | -4.5% | +0.4% |
| 30D | +12.6% | +27.0% | -14.3% | +10.3% |
| 3M | +23.6% | +113.2% | -89.6% | +15.5% |
| 6M | +14.3% | +36.6% | -22.3% | +10.7% |
| YTD | +20.5% | +44.2% | -23.8% | +15.9% |
| 1Y | +37.6% | -18.0% | +55.6% | +36.4% |
| All | +58.8% | -17.1% | +75.9% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling