+1,024.7%
XLE vs VRTX
+3,908.2%
-2,883.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.3% | -0.6% |
| 7D | +2.2% | +0.8% | +1.4% | +2.1% |
| 30D | +11.8% | +12.6% | -0.9% | +10.2% |
| 3M | +9.8% | +23.6% | -13.8% | +6.9% |
| 6M | +15.6% | +14.3% | +1.3% | +13.3% |
| YTD | +45.3% | +20.5% | +24.8% | +41.4% |
| 1Y | +48.3% | +37.6% | +10.7% | +41.9% |
| 3Y | +55.4% | +55.5% | -0.1% | +44.9% |
| 5Y | +216.1% | +175.7% | +40.3% | +173.4% |
| 10Y | +178.4% | +474.2% | -295.8% | +117.8% |
| All | +1,024.7% | +3,908.2% | -2,883.5% | +509.4% |
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 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