+1,668.0%
VRTX vs XOP
+69.0%
+1,598.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +3.2% | -8.4% | +11.6% | +5.4% |
| 30D | +7.4% | -8.4% | +15.8% | +9.5% |
| 3M | +4.6% | +0.2% | +4.4% | +4.0% |
| 6M | +27.5% | +7.2% | +20.3% | +24.0% |
| YTD | +20.9% | +40.8% | -20.0% | +8.5% |
| 1Y | +30.1% | +36.3% | -6.2% | +17.7% |
| 3Y | +46.6% | +37.2% | +9.4% | +29.6% |
| 5Y | +191.6% | +86.6% | +104.9% | +126.5% |
| 10Y | +474.5% | +44.0% | +430.5% | +322.6% |
| All | +1,668.0% | +69.0% | +1,598.9% | +809.2% |
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