+172.9%
VRTX vs ET
+241.7%
-68.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | -7.8% | +1.4% | -9.1% | -8.0% |
| 30D | -2.8% | +4.6% | -7.4% | -3.5% |
| 3M | +18.1% | +16.0% | +2.1% | +15.4% |
| 6M | +3.1% | +22.8% | -19.7% | -0.2% |
| YTD | +13.5% | +38.9% | -25.4% | +7.7% |
| 1Y | +32.4% | +34.1% | -1.7% | +26.3% |
| 3Y | +50.0% | +98.8% | -48.8% | +32.3% |
| 5Y | +172.9% | +246.8% | -74.0% | +137.3% |
| All | +172.9% | +241.7% | -68.8% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling