+17.2%
XLI vs VRTX
+37.4%
-20.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -5.9% | +12.6% | -18.6% | -7.8% |
| 3M | -0.3% | +23.6% | -23.9% | -3.9% |
| 6M | +0.1% | +14.3% | -14.1% | -2.5% |
| YTD | +13.6% | +20.5% | -6.9% | +9.3% |
| 1Y | +17.2% | +37.6% | -20.4% | +11.0% |
| All | +17.2% | +37.4% | -20.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling