+46.6%
VRTX vs ETR
+152.8%
-106.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +3.2% | +2.6% | +0.7% | +2.8% |
| 30D | +7.4% | +8.7% | -1.3% | +5.9% |
| 3M | +4.6% | +6.4% | -1.8% | +3.4% |
| 6M | +27.5% | +0.7% | +26.8% | +27.3% |
| YTD | +20.9% | +23.0% | -2.2% | +15.7% |
| 1Y | +30.1% | +17.9% | +12.2% | +25.7% |
| 3Y | +46.6% | +154.9% | -108.3% | +21.0% |
| All | +46.6% | +152.8% | -106.2% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling