+771.3%
VRTX vs ENTG
+1,384.4%
-613.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -2.7% |
| 7D | -0.4% | +7.9% | -8.3% | -2.5% |
| 30D | +7.9% | -3.6% | +11.4% | +7.4% |
| 3M | +3.3% | +2.7% | +0.5% | +0.5% |
| 6M | +25.7% | +3.6% | +22.1% | +18.4% |
| YTD | +20.7% | +83.6% | -62.9% | -2.6% |
| 1Y | +27.4% | +84.9% | -57.4% | +2.4% |
| 3Y | +46.4% | +63.2% | -16.8% | +13.4% |
| 5Y | +194.3% | +4.9% | +189.4% | +137.7% |
| 10Y | +494.6% | +799.3% | -304.7% | +157.8% |
| All | +771.3% | +1,384.4% | -613.1% | +102.8% |
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