+988.3%
XLE vs VRTX
+3,915.3%
-2,927.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.7% |
| 3M | +6.6% | +13.0% | -6.4% | +4.9% |
| 6M | +9.5% | +27.9% | -18.4% | +6.0% |
| YTD | +40.6% | +20.7% | +19.9% | +36.6% |
| 1Y | +43.6% | +31.4% | +12.2% | +38.0% |
| 3Y | +58.1% | +41.8% | +16.3% | +49.0% |
| 5Y | +152.2% | +183.7% | -31.5% | +117.2% |
| 10Y | +172.9% | +592.9% | -419.9% | +109.2% |
| All | +988.3% | +3,915.3% | -2,927.0% | +488.8% |
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 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