+429.4%
XLF vs VRTX
+3,853.0%
-3,423.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | -1.6% | +4.2% | +2.9% |
| 30D | +7.6% | +8.0% | -0.4% | +6.3% |
| 3M | +1.1% | +4.3% | -3.2% | +0.3% |
| 6M | +15.9% | +18.9% | -3.0% | +12.4% |
| YTD | +8.4% | +18.8% | -10.4% | +4.9% |
| 1Y | +12.5% | +24.0% | -11.4% | +8.1% |
| 3Y | +81.6% | +42.1% | +39.4% | +68.2% |
| 5Y | +59.3% | +187.6% | -128.3% | +30.9% |
| 10Y | +225.4% | +485.4% | -260.0% | +132.7% |
| All | +429.4% | +3,853.0% | -3,423.7% | +110.6% |
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