+253.9%
XLI vs VRTX
+451.8%
-197.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -1.7% | -5.6% | +4.0% | -0.5% |
| 30D | -7.3% | -2.0% | -5.3% | -7.0% |
| 3M | -1.3% | +15.8% | -17.2% | -4.5% |
| 6M | +2.2% | +4.7% | -2.4% | +0.9% |
| YTD | +11.7% | +13.7% | -2.0% | +8.1% |
| 1Y | +14.3% | +29.7% | -15.5% | +7.5% |
| 3Y | +70.3% | +48.4% | +21.9% | +52.1% |
| 5Y | +82.3% | +173.3% | -91.0% | +40.5% |
| All | +253.9% | +451.8% | -197.9% | +156.0% |
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 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