+12,036.0%
VRTX vs ES
+1,208.9%
+10,827.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | +12.6% | -2.0% | +14.6% | +13.4% |
| 3M | +23.6% | +1.7% | +22.0% | +22.6% |
| 6M | +14.3% | -3.5% | +17.8% | +15.4% |
| YTD | +20.5% | +7.9% | +12.6% | +16.3% |
| 1Y | +37.6% | +17.2% | +20.4% | +27.9% |
| 3Y | +55.5% | +29.3% | +26.2% | +36.0% |
| 5Y | +175.7% | -5.7% | +181.5% | +169.6% |
| 10Y | +474.2% | +85.2% | +389.0% | +310.0% |
| All | +12,036.0% | +1,208.9% | +10,827.1% | +4,390.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling