+474.5%
VRTX vs ENB
+99.3%
+375.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +3.2% | -2.4% | +5.6% | +4.0% |
| 30D | +7.4% | +2.5% | +4.9% | +6.5% |
| 3M | +4.6% | -5.8% | +10.4% | +6.4% |
| 6M | +27.5% | -8.5% | +36.0% | +30.6% |
| YTD | +20.9% | +3.9% | +17.0% | +18.2% |
| 1Y | +30.1% | +3.7% | +26.4% | +27.2% |
| 3Y | +46.6% | +70.1% | -23.4% | +18.9% |
| 5Y | +191.6% | +53.2% | +138.4% | +142.7% |
| 10Y | +474.5% | +100.2% | +374.3% | +303.7% |
| All | +474.5% | +99.3% | +375.3% | +303.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling