+149.9%
XLE vs VRTX
+183.5%
-33.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -12.0% | -2.1% | -9.9% | -11.8% |
| 30D | -2.7% | +8.2% | -10.9% | -3.5% |
| 3M | +6.6% | +13.0% | -6.4% | +5.3% |
| 6M | +9.5% | +27.9% | -18.4% | +6.6% |
| YTD | +40.6% | +20.7% | +19.9% | +37.2% |
| 1Y | +43.6% | +31.4% | +12.2% | +38.4% |
| 3Y | +58.1% | +41.8% | +16.3% | +47.7% |
| All | +149.9% | +183.5% | -33.6% | +101.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling