+1,481.1%
VRTX vs ET
+1,435.0%
+46.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +0.8% | +0.9% | -0.1% | +0.6% |
| 30D | +12.6% | +7.5% | +5.2% | +10.9% |
| 3M | +23.6% | +11.4% | +12.2% | +20.7% |
| 6M | +14.3% | +18.5% | -4.3% | +10.0% |
| YTD | +20.5% | +37.4% | -16.9% | +12.3% |
| 1Y | +37.6% | +30.9% | +6.6% | +29.4% |
| 3Y | +55.5% | +98.7% | -43.2% | +32.4% |
| 5Y | +175.7% | +230.7% | -55.0% | +107.2% |
| 10Y | +474.2% | +175.6% | +298.6% | +314.8% |
| All | +1,481.1% | +1,435.0% | +46.1% | +336.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling