+173.9%
XLE vs VRTX
+480.2%
-306.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | -0.2% | -0.4% | +0.1% | -0.2% |
| 30D | -4.0% | +7.9% | -11.9% | -5.4% |
| 3M | +4.6% | +3.3% | +1.3% | +3.8% |
| 6M | +12.3% | +25.7% | -13.4% | +7.1% |
| YTD | +44.5% | +20.7% | +23.9% | +38.1% |
| 1Y | +42.4% | +27.4% | +15.0% | +34.4% |
| 3Y | +67.0% | +46.4% | +20.6% | +49.3% |
| 5Y | +161.9% | +194.3% | -32.4% | +95.2% |
| 10Y | +173.9% | +494.6% | -320.7% | +93.8% |
| All | +173.9% | +480.2% | -306.4% | +93.8% |
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