+2,139.5%
VRTX vs ELV
+2,594.5%
-455.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.8% |
| 3M | +4.3% | +8.4% | -4.1% | +1.0% |
| 6M | +18.9% | +8.4% | +10.5% | +14.3% |
| YTD | +18.8% | +24.4% | -5.6% | +7.3% |
| 1Y | +24.0% | +33.5% | -9.5% | +8.9% |
| 3Y | +42.1% | -2.1% | +44.2% | +35.4% |
| 5Y | +187.6% | +5.8% | +181.8% | +161.7% |
| 10Y | +485.4% | +268.9% | +216.5% | +197.5% |
| All | +2,139.5% | +2,594.5% | -455.0% | +460.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling