+470.4%
VRTX vs ELV
+268.6%
+201.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.6% | +1.0% | -2.5% | -1.9% |
| 30D | +8.0% | +0.4% | +7.7% | +7.9% |
| 3M | +4.3% | +8.4% | -4.1% | +1.7% |
| 6M | +18.9% | +8.4% | +10.5% | +15.3% |
| YTD | +18.8% | +24.4% | -5.6% | +9.5% |
| 1Y | +24.0% | +33.5% | -9.5% | +11.7% |
| 3Y | +42.1% | -2.1% | +44.2% | +37.4% |
| 5Y | +187.6% | +5.8% | +181.8% | +167.6% |
| All | +470.4% | +268.6% | +201.9% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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