+37.6%
VRTX vs ET
+31.4%
+6.2%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | +0.8% | +0.9% | -0.1% | +0.8% |
| 30D | +12.6% | +7.5% | +5.2% | +12.6% |
| 3M | +23.6% | +11.4% | +12.2% | +23.6% |
| 6M | +14.3% | +18.5% | -4.3% | +14.7% |
| YTD | +20.5% | +37.4% | -16.9% | +21.6% |
| 1Y | +37.6% | +30.9% | +6.6% | +35.0% |
| All | +37.6% | +31.4% | +6.2% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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