+474.5%
VRTX vs ES
+87.3%
+387.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +3.2% | +0.9% | +2.4% | +2.9% |
| 30D | +7.4% | +5.9% | +1.5% | +5.5% |
| 3M | +4.6% | -1.0% | +5.6% | +4.7% |
| 6M | +27.5% | +7.2% | +20.3% | +24.4% |
| YTD | +20.9% | +7.0% | +13.9% | +17.7% |
| 1Y | +30.1% | +0.5% | +29.6% | +28.9% |
| 3Y | +46.6% | +48.7% | -2.0% | +25.7% |
| 5Y | +191.6% | +1.9% | +189.6% | +181.7% |
| 10Y | +474.5% | +89.2% | +385.4% | +395.7% |
| All | +474.5% | +87.3% | +387.2% | +395.7% |
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