+70.0%
XLE vs VRTX
+44.3%
+25.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | +5.4% | -1.6% | +7.0% | +5.5% |
| 30D | -3.9% | +8.0% | -12.0% | -4.1% |
| 3M | +7.0% | +4.3% | +2.7% | +6.9% |
| 6M | +14.2% | +18.9% | -4.7% | +13.5% |
| YTD | +48.2% | +18.8% | +29.4% | +46.9% |
| 1Y | +47.7% | +24.0% | +23.7% | +45.8% |
| 3Y | +70.0% | +42.1% | +27.9% | +64.6% |
| All | +70.0% | +44.3% | +25.7% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling