+149.7%
XBI vs VRTX
+451.8%
-302.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.6% | -5.6% | +1.0% | -2.0% |
| 30D | -2.0% | -2.0% | 0.0% | -1.0% |
| 3M | +17.8% | +15.8% | +2.0% | +9.5% |
| 6M | +23.7% | +4.7% | +19.0% | +20.8% |
| YTD | +28.2% | +13.7% | +14.5% | +19.7% |
| 1Y | +64.0% | +29.7% | +34.3% | +43.2% |
| 3Y | +99.4% | +48.4% | +51.0% | +56.1% |
| 5Y | +19.3% | +173.3% | -154.0% | -32.0% |
| All | +149.7% | +451.8% | -302.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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