+30.8%
VRTX vs ESI
+19.1%
+11.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | +0.5% |
| 7D | -0.4% | -3.5% | +3.0% | -0.4% |
| 30D | +8.0% | -9.3% | +17.2% | +8.3% |
| 3M | +11.0% | -12.8% | +23.8% | +11.5% |
| 6M | +28.2% | -24.6% | +52.8% | +29.9% |
| YTD | +21.5% | +32.7% | -11.2% | +9.4% |
| All | +30.8% | +19.1% | +11.7% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling