+14.9%
XLB vs VRTX
+33.8%
-18.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.3% |
| 7D | -0.2% | -3.4% | +3.2% | +0.4% |
| 30D | -1.7% | +6.6% | -8.4% | -3.0% |
| 3M | +4.4% | +19.4% | -15.0% | +0.8% |
| 6M | +5.0% | +15.8% | -10.8% | +1.8% |
| YTD | +15.5% | +16.7% | -1.2% | +11.4% |
| 1Y | +14.9% | +33.8% | -18.9% | +8.6% |
| All | +14.9% | +33.8% | -18.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling