+443.5%
VRTX vs ESI
+307.6%
+135.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.7% | -3.3% |
| 7D | -3.4% | +5.4% | -8.8% | -4.5% |
| 30D | +6.6% | -4.2% | +10.8% | +7.3% |
| 3M | +19.4% | -9.6% | +29.0% | +20.8% |
| 6M | +15.8% | +18.3% | -2.5% | +9.6% |
| YTD | +16.7% | +45.8% | -29.2% | +5.1% |
| 1Y | +33.8% | +39.2% | -5.3% | +21.3% |
| 3Y | +54.2% | +86.3% | -32.1% | +28.0% |
| 5Y | +176.4% | +76.2% | +100.2% | +126.9% |
| 10Y | +443.5% | +306.8% | +136.8% | +204.9% |
| All | +443.5% | +307.6% | +135.9% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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