+479.4%
VRTX vs ETR
+379.6%
+99.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | -0.4% | +0.1% | -0.4% | -0.4% |
| 30D | +7.9% | +7.7% | +0.2% | +5.6% |
| 3M | +3.3% | +5.7% | -2.4% | +1.6% |
| 6M | +25.7% | -0.3% | +26.0% | +25.5% |
| YTD | +20.7% | +23.4% | -2.7% | +12.8% |
| 1Y | +27.4% | +18.5% | +9.0% | +20.5% |
| 3Y | +46.4% | +155.6% | -109.2% | +7.4% |
| 5Y | +194.3% | +158.7% | +35.6% | +112.5% |
| All | +479.4% | +379.6% | +99.7% | +281.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling