+194.3%
VRTX vs ES
+3.8%
+190.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +7.9% | +6.7% | +1.2% | +6.2% |
| 3M | +3.3% | +0.3% | +2.9% | +3.1% |
| 6M | +25.7% | +7.4% | +18.3% | +23.3% |
| YTD | +20.7% | +8.4% | +12.3% | +17.9% |
| 1Y | +27.4% | +0.6% | +26.8% | +26.7% |
| 3Y | +46.4% | +50.6% | -4.2% | +29.8% |
| 5Y | +194.3% | +4.8% | +189.5% | +193.9% |
| All | +194.3% | +3.8% | +190.5% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling