+1,662.2%
VRTX vs XOP
+82.9%
+1,579.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +0.8% | +2.6% | -1.7% | +0.2% |
| 30D | +12.6% | +15.4% | -2.8% | +8.6% |
| 3M | +23.6% | +12.1% | +11.6% | +19.6% |
| 6M | +14.3% | +19.7% | -5.4% | +7.9% |
| YTD | +20.5% | +52.4% | -31.9% | +6.5% |
| 1Y | +37.6% | +47.6% | -10.0% | +22.3% |
| 3Y | +55.5% | +34.4% | +21.2% | +38.8% |
| 5Y | +175.7% | +154.4% | +21.4% | +96.3% |
| 10Y | +474.2% | +54.7% | +419.5% | +317.1% |
| All | +1,662.2% | +82.9% | +1,579.3% | +792.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling