+164.5%
XLB vs VRTX
+441.1%
-276.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.9% | -6.4% | +3.5% | -1.6% |
| 30D | -3.4% | -0.5% | -2.8% | -3.3% |
| 3M | +1.6% | +16.9% | -15.3% | -1.9% |
| 6M | +3.6% | +13.1% | -9.4% | +0.6% |
| YTD | +14.2% | +14.9% | -0.7% | +10.3% |
| 1Y | +15.6% | +31.4% | -15.8% | +8.2% |
| 3Y | +33.1% | +51.9% | -18.8% | +17.9% |
| 5Y | +35.0% | +177.1% | -142.0% | +3.0% |
| 10Y | +164.5% | +456.3% | -291.7% | +88.5% |
| All | +164.5% | +441.1% | -276.5% | +88.5% |
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