+943.2%
XBI vs VRTX
+1,432.2%
-489.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.1% |
| 7D | -0.9% | -3.4% | +2.5% | +0.3% |
| 30D | +2.9% | +6.6% | -3.7% | +0.6% |
| 3M | +26.2% | +19.4% | +6.8% | +18.7% |
| 6M | +30.7% | +15.8% | +14.9% | +24.1% |
| YTD | +32.9% | +16.7% | +16.3% | +25.7% |
| 1Y | +72.3% | +33.8% | +38.5% | +55.2% |
| 3Y | +107.2% | +54.2% | +53.0% | +74.3% |
| 5Y | +23.2% | +176.4% | -153.2% | -15.0% |
| 10Y | +158.5% | +443.5% | -285.0% | +41.7% |
| All | +943.2% | +1,432.2% | -489.0% | +236.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling