+609.7%
VRTX vs ESI
+197.1%
+412.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.4% |
| 7D | -0.4% | -3.5% | +3.0% | +0.1% |
| 30D | +8.0% | -9.3% | +17.2% | +9.7% |
| 3M | +11.0% | -12.8% | +23.8% | +13.3% |
| 6M | +28.2% | -24.6% | +52.8% | +33.8% |
| YTD | +21.5% | +32.7% | -11.2% | +10.5% |
| 1Y | +34.5% | +20.3% | +14.2% | +24.9% |
| 3Y | +49.5% | +80.2% | -30.7% | +23.5% |
| 5Y | +188.3% | +40.0% | +148.3% | +147.5% |
| 10Y | +493.1% | +310.8% | +182.3% | +258.8% |
| All | +609.7% | +197.1% | +412.6% | +386.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling