+16.5%
KRE vs VRTX
+29.9%
-13.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -1.4% | -7.8% | +6.4% | -0.6% |
| 30D | -3.9% | -2.8% | -1.1% | -3.6% |
| 3M | +3.6% | +18.1% | -14.5% | +1.3% |
| 6M | +15.4% | +3.1% | +12.3% | +14.4% |
| YTD | +15.2% | +13.5% | +1.7% | +11.8% |
| 1Y | +16.5% | +32.4% | -16.0% | +11.4% |
| All | +16.5% | +29.9% | -13.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 1y: compounded portfolio wealth divided by compounded VRTX 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…
1y analysis · Full analysis span regression · 6 months rolling