+184.6%
VRTX vs ELF
+266.1%
-81.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.3% |
| 7D | -2.1% | +4.0% | -6.1% | -2.5% |
| 30D | +8.2% | +10.6% | -2.4% | +7.1% |
| 3M | +13.0% | +25.8% | -12.8% | +10.4% |
| 6M | +27.9% | +89.1% | -61.1% | +19.7% |
| YTD | +20.7% | +52.7% | -32.1% | +14.8% |
| 1Y | +31.4% | +51.7% | -20.3% | +25.0% |
| 3Y | +41.8% | +14.2% | +27.6% | +30.4% |
| All | +184.6% | +266.1% | -81.5% | +100.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling