+218.0%
XLE vs VRTX
+178.3%
+39.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.7% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +11.8% | +12.6% | -0.9% | +10.5% |
| 3M | +9.8% | +23.6% | -13.8% | +7.4% |
| 6M | +15.6% | +14.3% | +1.3% | +13.9% |
| YTD | +45.3% | +20.5% | +24.8% | +41.9% |
| 1Y | +48.3% | +37.6% | +10.7% | +42.1% |
| 3Y | +55.4% | +55.5% | -0.1% | +42.9% |
| All | +218.0% | +178.3% | +39.6% | +179.4% |
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