+184.1%
VRTX vs XRT
-1.0%
+185.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | +0.8% | +0.8% | 0.0% | +0.6% |
| 30D | +12.6% | -4.2% | +16.8% | +13.8% |
| 3M | +23.6% | +5.1% | +18.5% | +21.9% |
| 6M | +14.3% | +2.4% | +11.9% | +13.3% |
| YTD | +20.5% | +3.2% | +17.3% | +19.3% |
| 1Y | +37.6% | +1.5% | +36.1% | +36.6% |
| 3Y | +55.5% | +40.6% | +15.0% | +42.2% |
| All | +184.1% | -1.0% | +185.2% | +162.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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