+190.4%
VRTX vs ESTC
+31.2%
+159.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | -1.6% |
| 7D | +0.8% | -8.1% | +8.9% | +1.7% |
| 30D | +12.6% | +31.7% | -19.0% | +8.7% |
| 3M | +23.6% | +41.1% | -17.4% | +18.1% |
| 6M | +14.3% | +77.1% | -62.8% | +5.8% |
| YTD | +20.5% | +21.7% | -1.2% | +16.1% |
| 1Y | +37.6% | +8.4% | +29.2% | +34.0% |
| 3Y | +55.5% | +23.6% | +31.9% | +42.2% |
| 5Y | +175.7% | -46.5% | +222.2% | +176.3% |
| All | +190.4% | +31.2% | +159.3% | +101.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling