+172.7%
XLE vs VRTX
+470.1%
-297.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.5% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +11.8% | +12.6% | -0.9% | +9.3% |
| 3M | +9.8% | +23.6% | -13.8% | +5.3% |
| 6M | +15.6% | +14.3% | +1.3% | +12.1% |
| YTD | +45.3% | +20.5% | +24.8% | +39.0% |
| 1Y | +48.3% | +37.6% | +10.7% | +37.9% |
| 3Y | +55.4% | +55.5% | -0.1% | +37.1% |
| 5Y | +216.1% | +175.7% | +40.3% | +139.6% |
| All | +172.7% | +470.1% | -297.4% | +94.2% |
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 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