+181.3%
VRTX vs ESTC
+26.3%
+154.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.7% | +0.5% | -2.7% |
| 7D | -3.4% | -4.3% | +0.9% | -3.0% |
| 30D | +6.6% | +17.7% | -11.1% | +4.2% |
| 3M | +19.4% | +42.3% | -22.9% | +14.0% |
| 6M | +15.8% | +64.6% | -48.8% | +8.1% |
| YTD | +16.7% | +17.2% | -0.5% | +12.9% |
| 1Y | +33.8% | -4.2% | +38.0% | +32.3% |
| 3Y | +54.2% | +13.5% | +40.7% | +42.6% |
| 5Y | +176.4% | -45.5% | +221.9% | +174.8% |
| All | +181.3% | +26.3% | +154.9% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ESTC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling