+493.9%
VRTX vs ELF
+383.9%
+110.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 3M | +13.0% | +25.8% | -12.8% | +10.6% |
| 6M | +27.9% | +89.1% | -61.1% | +20.1% |
| YTD | +20.7% | +52.7% | -32.1% | +15.1% |
| 1Y | +31.4% | +51.7% | -20.3% | +25.3% |
| 3Y | +41.8% | +14.2% | +27.6% | +32.5% |
| 5Y | +183.7% | +270.7% | -87.0% | +131.9% |
| 10Y | +592.9% | +341.9% | +250.9% | +419.9% |
| All | +493.9% | +383.9% | +110.0% | +345.0% |
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