+188.3%
VRTX vs ENB
+51.1%
+137.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -0.4% | -3.7% | +3.2% | +0.4% |
| 30D | +8.0% | +1.7% | +6.3% | +7.5% |
| 3M | +11.0% | -6.3% | +17.3% | +12.6% |
| 6M | +28.2% | -9.2% | +37.4% | +30.6% |
| YTD | +21.5% | +3.1% | +18.4% | +19.5% |
| 1Y | +34.5% | +3.4% | +31.2% | +32.1% |
| 3Y | +49.5% | +68.9% | -19.5% | +24.6% |
| 5Y | +188.3% | +51.7% | +136.6% | +155.6% |
| All | +188.3% | +51.1% | +137.2% | +155.6% |
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