+72.3%
XLC vs VRTX
+53.6%
+18.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +1.0% |
| 30D | +0.2% | +6.6% | -6.4% | -0.6% |
| 3M | +0.6% | +19.4% | -18.8% | -1.7% |
| 6M | -4.5% | +15.8% | -20.3% | -6.5% |
| YTD | -4.7% | +16.7% | -21.4% | -6.9% |
| 1Y | -1.7% | +33.8% | -35.5% | -5.8% |
| 3Y | +72.3% | +54.2% | +18.1% | +55.0% |
| All | +72.3% | +53.6% | +18.7% | +55.0% |
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