+30.2%
VRTX vs ENB
+9.4%
+20.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.8% | +3.4% |
| 7D | +3.7% | +0.5% | +3.2% | +3.7% |
| 30D | +9.0% | +6.0% | +3.1% | +9.5% |
| 3M | +14.7% | -7.4% | +22.1% | +14.5% |
| 6M | +27.7% | -8.5% | +36.2% | +27.1% |
| YTD | +21.1% | +6.1% | +15.0% | +26.6% |
| 1Y | +30.2% | +9.4% | +20.8% | +39.0% |
| All | +30.2% | +9.4% | +20.8% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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