+2,170.8%
VRTX vs ELV
+2,444.2%
-273.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.5% |
| 7D | +0.8% | +3.3% | -2.5% | -0.4% |
| 30D | +12.6% | +4.2% | +8.5% | +10.9% |
| 3M | +23.6% | -0.1% | +23.7% | +22.8% |
| 6M | +14.3% | +41.3% | -27.0% | -0.4% |
| YTD | +20.5% | +17.4% | +3.0% | +11.4% |
| 1Y | +37.6% | +35.1% | +2.5% | +20.1% |
| 3Y | +55.5% | -3.2% | +58.8% | +48.8% |
| 5Y | +175.7% | +15.6% | +160.1% | +141.6% |
| 10Y | +474.2% | +276.8% | +197.4% | +189.0% |
| All | +2,170.8% | +2,444.2% | -273.5% | +481.7% |
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 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