+155.8%
KRE vs VRTX
+1,576.2%
-1,420.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.7% | +1.0% |
| 7D | +1.3% | +0.8% | +0.5% | +1.1% |
| 30D | -2.7% | +12.6% | -15.3% | -5.1% |
| 3M | +8.2% | +23.6% | -15.4% | +3.4% |
| 6M | +12.8% | +14.3% | -1.5% | +9.4% |
| YTD | +17.5% | +20.5% | -3.0% | +12.5% |
| 1Y | +16.6% | +37.6% | -21.0% | +8.5% |
| 3Y | +79.5% | +55.5% | +23.9% | +60.3% |
| 5Y | +32.4% | +175.7% | -143.3% | +4.2% |
| 10Y | +124.1% | +474.2% | -350.1% | +45.3% |
| All | +155.8% | +1,576.2% | -1,420.5% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling