+142.5%
XLC vs VRTX
+264.1%
-121.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.6% |
| 7D | -0.8% | +0.8% | -1.7% | -1.1% |
| 30D | +1.0% | +12.6% | -11.6% | -2.4% |
| 3M | -0.7% | +23.6% | -24.3% | -6.9% |
| 6M | -5.1% | +14.3% | -19.4% | -9.3% |
| YTD | -4.3% | +20.5% | -24.7% | -10.1% |
| 1Y | -0.6% | +37.6% | -38.1% | -10.5% |
| 3Y | +72.7% | +55.5% | +17.2% | +43.3% |
| 5Y | +38.0% | +175.7% | -137.8% | -7.9% |
| All | +142.5% | +264.1% | -121.6% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling