+12,036.0%
VRTX vs ENB
+10,074.0%
+1,962.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.9% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | +12.6% | -2.2% | +14.9% | +13.3% |
| 3M | +23.6% | -10.5% | +34.1% | +27.2% |
| 6M | +14.3% | -5.1% | +19.3% | +15.5% |
| YTD | +20.5% | +9.0% | +11.5% | +17.1% |
| 1Y | +37.6% | +8.2% | +29.4% | +33.8% |
| 3Y | +55.5% | +67.8% | -12.2% | +33.1% |
| 5Y | +175.7% | +69.4% | +106.4% | +133.5% |
| 10Y | +474.2% | +117.5% | +356.7% | +339.2% |
| All | +12,036.0% | +10,074.0% | +1,962.0% | +6,479.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling