+176.4%
VRTX vs ENB
+71.0%
+105.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.3% |
| 7D | -3.4% | -0.5% | -3.0% | -3.3% |
| 30D | +6.6% | -0.2% | +6.8% | +6.6% |
| 3M | +19.4% | -7.5% | +26.9% | +21.4% |
| 6M | +15.8% | -4.1% | +19.9% | +16.5% |
| YTD | +16.7% | +9.8% | +6.9% | +13.2% |
| 1Y | +33.8% | +8.7% | +25.1% | +30.0% |
| 3Y | +54.2% | +79.0% | -24.8% | +27.4% |
| 5Y | +176.4% | +69.1% | +107.3% | +140.9% |
| All | +176.4% | +71.0% | +105.3% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling