+134.0%
XLC vs VRTX
+265.2%
-131.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +6.2% | +3.2% | +3.0% | +5.3% |
| 30D | -2.4% | +7.4% | -9.8% | -4.5% |
| 3M | -3.3% | +4.6% | -7.9% | -4.8% |
| 6M | -7.3% | +27.5% | -34.8% | -14.1% |
| YTD | -7.6% | +20.9% | -28.5% | -13.5% |
| 1Y | -3.7% | +30.1% | -33.8% | -12.0% |
| 3Y | +62.9% | +46.6% | +16.3% | +37.9% |
| 5Y | +41.6% | +191.6% | -149.9% | -7.4% |
| All | +134.0% | +265.2% | -131.2% | +39.9% |
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