+36.0%
XLB vs VRTX
+57.9%
-22.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -1.4% | +0.8% | -2.2% | -1.5% |
| 30D | -0.4% | +12.6% | -13.0% | -2.3% |
| 3M | +2.0% | +23.6% | -21.7% | -1.4% |
| 6M | +1.8% | +14.3% | -12.4% | -0.5% |
| YTD | +16.6% | +20.5% | -3.9% | +12.9% |
| 1Y | +16.9% | +37.6% | -20.6% | +11.1% |
| All | +36.0% | +57.9% | -22.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling