+470.4%
VRTX vs ETR
+378.9%
+91.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +1.2% | -2.7% | -1.9% |
| 30D | +8.0% | +7.0% | +1.0% | +6.0% |
| 3M | +4.3% | +4.6% | -0.3% | +2.9% |
| 6M | +18.9% | +0.1% | +18.7% | +18.6% |
| YTD | +18.8% | +23.2% | -4.4% | +11.1% |
| 1Y | +24.0% | +20.6% | +3.4% | +16.6% |
| 3Y | +42.1% | +156.3% | -114.1% | +4.2% |
| 5Y | +187.6% | +159.6% | +27.9% | +107.4% |
| All | +470.4% | +378.9% | +91.5% | +275.8% |
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