+494.8%
VRTX vs ELF
+393.8%
+101.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +3.2% | +6.3% | -3.1% | +2.6% |
| 30D | +7.4% | +8.5% | -1.1% | +6.6% |
| 3M | +4.6% | +24.4% | -19.9% | +2.4% |
| 6M | +27.5% | +94.7% | -67.3% | +19.4% |
| YTD | +20.9% | +55.9% | -35.0% | +15.0% |
| 1Y | +30.1% | +48.4% | -18.3% | +24.3% |
| 3Y | +46.6% | +24.6% | +22.0% | +35.9% |
| 5Y | +191.6% | +285.0% | -93.5% | +137.5% |
| 10Y | +474.5% | +357.2% | +117.3% | +331.7% |
| All | +494.8% | +393.8% | +101.0% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling