+1,019.2%
XLE vs VRTX
+3,914.9%
-2,895.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.9% |
| 3M | +4.6% | +3.3% | +1.3% | +4.1% |
| 6M | +12.3% | +25.7% | -13.4% | +8.9% |
| YTD | +44.5% | +20.7% | +23.9% | +40.5% |
| 1Y | +42.4% | +27.4% | +15.0% | +37.4% |
| 3Y | +67.0% | +46.4% | +20.6% | +56.8% |
| 5Y | +161.9% | +194.3% | -32.4% | +124.6% |
| 10Y | +173.9% | +494.6% | -320.7% | +113.5% |
| All | +1,019.2% | +3,914.9% | -2,895.7% | +505.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling