+29.7%
VRTX vs ELV
+36.0%
-6.3%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | -5.6% | +3.2% | -8.8% | -6.0% |
| 30D | -2.0% | +5.4% | -7.3% | -2.7% |
| 3M | +15.8% | +5.4% | +10.5% | +14.6% |
| 6M | +4.7% | +45.7% | -41.0% | -1.7% |
| YTD | +13.7% | +21.2% | -7.5% | +8.7% |
| 1Y | +29.7% | +35.6% | -5.9% | +21.7% |
| All | +29.7% | +36.0% | -6.3% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling