+19.8%
XBI vs VRTX
+173.5%
-153.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -4.6% | -7.8% | +3.2% | -1.0% |
| 30D | -0.8% | -2.8% | +2.1% | +0.6% |
| 3M | +21.8% | +18.1% | +3.7% | +12.7% |
| 6M | +23.2% | +3.1% | +20.1% | +21.1% |
| YTD | +28.7% | +13.5% | +15.2% | +20.7% |
| 1Y | +67.8% | +32.4% | +35.3% | +46.2% |
| 3Y | +100.6% | +50.0% | +50.7% | +54.7% |
| 5Y | +19.8% | +172.9% | -153.1% | -26.3% |
| All | +19.8% | +173.5% | -153.6% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling