+36.5%
XLB vs VRTX
+178.3%
-141.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.1% |
| 7D | -1.4% | +0.8% | -2.2% | -1.6% |
| 30D | -0.4% | +12.6% | -13.0% | -2.7% |
| 3M | +2.0% | +23.6% | -21.7% | -2.3% |
| 6M | +1.8% | +14.3% | -12.4% | -1.1% |
| YTD | +16.6% | +20.5% | -3.9% | +11.9% |
| 1Y | +16.9% | +37.6% | -20.6% | +9.3% |
| 3Y | +32.6% | +55.5% | -23.0% | +17.3% |
| All | +36.5% | +178.3% | -141.8% | +9.1% |
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