+163.9%
XLE vs VRTX
+482.4%
-318.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.5% |
| 7D | -6.7% | +3.2% | -9.9% | -7.3% |
| 30D | -4.4% | +7.4% | -11.8% | -5.8% |
| 3M | +4.0% | +4.6% | -0.6% | +2.9% |
| 6M | +13.2% | +27.5% | -14.3% | +7.6% |
| YTD | +41.9% | +20.9% | +21.0% | +35.5% |
| 1Y | +41.6% | +30.1% | +11.6% | +33.1% |
| 3Y | +64.0% | +46.6% | +17.3% | +46.5% |
| 5Y | +158.1% | +191.6% | -33.5% | +92.7% |
| 10Y | +163.9% | +474.5% | -310.6% | +85.9% |
| All | +163.9% | +482.4% | -318.5% | +85.9% |
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