+136.0%
XLC vs VRTX
+259.0%
-123.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +3.7% | -1.6% | +5.3% | +4.2% |
| 30D | -1.9% | +8.0% | -10.0% | -4.1% |
| 3M | -3.1% | +4.3% | -7.4% | -4.5% |
| 6M | -6.4% | +18.9% | -25.2% | -11.4% |
| YTD | -6.8% | +18.8% | -25.6% | -12.4% |
| 1Y | -1.7% | +24.0% | -25.6% | -8.8% |
| 3Y | +64.7% | +42.1% | +22.5% | +40.8% |
| 5Y | +41.1% | +187.6% | -146.5% | -7.5% |
| All | +136.0% | +259.0% | -123.0% | +41.8% |
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