+59.2%
VRTX vs ENB
+78.2%
-19.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -2.0% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +12.6% | -2.2% | +14.9% | +13.0% |
| 3M | +23.6% | -10.5% | +34.1% | +26.1% |
| 6M | +14.3% | -5.1% | +19.3% | +14.9% |
| YTD | +20.5% | +9.0% | +11.5% | +17.5% |
| 1Y | +37.6% | +8.2% | +29.4% | +34.1% |
| All | +59.2% | +78.2% | -19.0% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling