+176.4%
VRTX vs XOP
+156.8%
+19.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.8% | -3.3% |
| 7D | -3.4% | +0.6% | -4.0% | -3.5% |
| 30D | +6.6% | +16.5% | -9.9% | +5.2% |
| 3M | +19.4% | +15.7% | +3.7% | +17.7% |
| 6M | +15.8% | +19.2% | -3.4% | +13.4% |
| YTD | +16.7% | +55.0% | -38.3% | +10.7% |
| 1Y | +33.8% | +54.2% | -20.4% | +26.9% |
| 3Y | +54.2% | +35.9% | +18.3% | +46.8% |
| 5Y | +176.4% | +162.4% | +14.0% | +152.1% |
| All | +176.4% | +156.8% | +19.6% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling