+167.7%
XLB vs VRTX
+519.5%
-351.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | +7.1% | +8.0% | -0.9% | +5.2% |
| 3M | +0.6% | +11.0% | -10.4% | -1.8% |
| 6M | +3.5% | +28.2% | -24.7% | -2.3% |
| YTD | +18.2% | +21.5% | -3.3% | +12.6% |
| 1Y | +25.6% | +34.5% | -8.9% | +16.9% |
| 3Y | +46.7% | +49.5% | -2.8% | +30.2% |
| 5Y | +30.9% | +188.3% | -157.4% | -1.5% |
| 10Y | +167.7% | +493.1% | -325.4% | +90.5% |
| All | +167.7% | +519.5% | -351.8% | +90.5% |
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