+470.4%
VRTX vs XOP
+53.9%
+416.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.9% |
| 7D | -1.6% | +6.3% | -7.9% | -2.4% |
| 30D | +8.0% | -6.6% | +14.6% | +8.9% |
| 3M | +4.3% | +3.6% | +0.7% | +3.5% |
| 6M | +18.9% | +10.8% | +8.1% | +16.6% |
| YTD | +18.8% | +48.3% | -29.5% | +11.0% |
| 1Y | +24.0% | +42.9% | -19.0% | +16.4% |
| 3Y | +42.1% | +43.3% | -1.2% | +31.9% |
| 5Y | +187.6% | +94.0% | +93.6% | +148.8% |
| All | +470.4% | +53.9% | +416.6% | +387.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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