+246.5%
XLF vs VRTX
+450.9%
-204.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.1% |
| 7D | -2.9% | -7.8% | +4.9% | -1.2% |
| 30D | -1.6% | -2.8% | +1.2% | -1.1% |
| 3M | +9.3% | +18.1% | -8.8% | +5.3% |
| 6M | +14.6% | +3.1% | +11.5% | +13.5% |
| YTD | +4.7% | +13.5% | -8.8% | +1.3% |
| 1Y | +8.6% | +32.4% | -23.8% | +1.5% |
| 3Y | +73.9% | +50.0% | +23.9% | +54.3% |
| 5Y | +65.0% | +172.9% | -107.8% | +26.1% |
| All | +246.5% | +450.9% | -204.3% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling