+12.3%
XLI vs VRTX
+24.1%
-11.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.3% |
| 7D | +3.8% | -1.6% | +5.3% | +4.0% |
| 30D | +1.0% | +8.0% | -7.0% | 0.0% |
| 3M | -8.9% | +4.3% | -13.2% | -9.6% |
| 6M | -2.3% | +18.9% | -21.2% | -5.4% |
| YTD | +9.7% | +18.8% | -9.1% | +5.5% |
| 1Y | +12.3% | +24.0% | -11.6% | +7.2% |
| All | +12.3% | +24.1% | -11.8% | +7.2% |
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