+184.1%
VRTX vs ESI
+72.3%
+111.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.1% | -2.5% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | +12.6% | -5.9% | +18.5% | +13.4% |
| 3M | +23.6% | -14.1% | +37.7% | +25.5% |
| 6M | +14.3% | +6.6% | +7.7% | +11.3% |
| YTD | +20.5% | +45.0% | -24.6% | +11.3% |
| 1Y | +37.6% | +41.5% | -3.9% | +27.3% |
| 3Y | +55.5% | +78.8% | -23.2% | +36.3% |
| All | +184.1% | +72.3% | +111.8% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling