+38.4%
XLC vs VRTX
+184.7%
-146.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.8% |
| 7D | -0.8% | +0.8% | -1.7% | -1.0% |
| 30D | +1.0% | +12.6% | -11.6% | -1.5% |
| 3M | -0.7% | +23.6% | -24.3% | -5.3% |
| 6M | -5.1% | +14.3% | -19.4% | -8.2% |
| YTD | -4.3% | +20.5% | -24.7% | -8.7% |
| 1Y | -0.6% | +37.6% | -38.1% | -8.2% |
| 3Y | +72.7% | +55.5% | +17.2% | +47.3% |
| All | +38.4% | +184.7% | -146.3% | +0.5% |
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