+29.0%
XLB vs VRTX
+183.5%
-154.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +6.1% | +8.2% | -2.1% | +4.4% |
| 3M | 0.0% | +13.0% | -13.0% | -2.5% |
| 6M | 0.0% | +27.9% | -28.0% | -4.9% |
| YTD | +16.0% | +20.7% | -4.6% | +11.2% |
| 1Y | +24.7% | +31.4% | -6.7% | +17.5% |
| 3Y | +40.4% | +41.8% | -1.5% | +27.1% |
| All | +29.0% | +183.5% | -154.4% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling