+422.3%
XLF vs VRTX
+3,908.2%
-3,485.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | 0.0% | +0.8% | -0.8% | -0.1% |
| 30D | +0.2% | +12.6% | -12.5% | -1.8% |
| 3M | +11.7% | +23.6% | -11.9% | +7.8% |
| 6M | +13.8% | +14.3% | -0.5% | +11.1% |
| YTD | +7.0% | +20.5% | -13.5% | +3.4% |
| 1Y | +9.1% | +37.6% | -28.4% | +3.1% |
| 3Y | +75.6% | +55.5% | +20.1% | +60.5% |
| 5Y | +66.4% | +175.7% | -109.3% | +37.7% |
| 10Y | +250.3% | +474.2% | -223.9% | +150.8% |
| All | +422.3% | +3,908.2% | -3,485.9% | +107.5% |
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