+493.1%
VRTX vs ES
+82.6%
+410.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +8.0% | +5.7% | +2.3% | +6.1% |
| 3M | +11.0% | -2.8% | +13.8% | +11.8% |
| 6M | +28.2% | +7.0% | +21.2% | +25.2% |
| YTD | +21.5% | +6.8% | +14.7% | +18.4% |
| 1Y | +34.5% | -0.5% | +35.0% | +33.7% |
| 3Y | +49.5% | +47.2% | +2.3% | +28.6% |
| 5Y | +188.3% | +2.3% | +186.0% | +178.2% |
| 10Y | +493.1% | +85.6% | +407.5% | +425.9% |
| All | +493.1% | +82.6% | +410.5% | +425.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling