+49.9%
XLE vs VRTX
+31.2%
+18.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.4% | -8.2% | -4.3% |
| 7D | -7.2% | +3.7% | -10.9% | -6.7% |
| 30D | +0.1% | +9.0% | -8.9% | +1.3% |
| 3M | +9.2% | +14.7% | -5.5% | +11.2% |
| 6M | +8.4% | +27.7% | -19.4% | +11.8% |
| YTD | +44.9% | +21.1% | +23.8% | +48.2% |
| 1Y | +49.9% | +30.2% | +19.7% | +51.2% |
| All | +49.9% | +31.2% | +18.7% | +51.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling