+769.9%
VRTX vs ENTG
+1,234.5%
-464.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.3% | -3.5% |
| 7D | +0.8% | +2.8% | -2.0% | +0.1% |
| 30D | +12.6% | -4.7% | +17.3% | +13.2% |
| 3M | +23.6% | -0.7% | +24.4% | +19.8% |
| 6M | +14.3% | +7.7% | +6.6% | +7.3% |
| YTD | +20.5% | +65.1% | -44.6% | +1.3% |
| 1Y | +37.6% | +74.8% | -37.2% | +12.6% |
| 3Y | +55.5% | +36.9% | +18.6% | +27.4% |
| 5Y | +175.7% | +16.1% | +159.6% | +119.0% |
| 10Y | +474.2% | +740.3% | -266.1% | +156.7% |
| All | +769.9% | +1,234.5% | -464.6% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 ENTG 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