+11,955.6%
VRTX vs ES
+1,240.6%
+10,715.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -2.0% |
| 7D | +0.5% | +5.9% | -5.5% | -1.7% |
| 30D | +8.0% | +10.2% | -2.2% | +4.1% |
| 3M | +11.9% | +0.4% | +11.5% | +11.5% |
| 6M | +27.8% | +6.9% | +21.0% | +24.2% |
| YTD | +19.7% | +10.5% | +9.1% | +14.4% |
| 1Y | +30.1% | +3.2% | +26.9% | +27.1% |
| 3Y | +44.2% | +49.0% | -4.8% | +19.7% |
| 5Y | +181.3% | +4.5% | +176.8% | +164.1% |
| 10Y | +587.1% | +92.3% | +494.7% | +383.0% |
| All | +11,955.6% | +1,240.6% | +10,715.0% | +4,316.2% |
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