+73.7%
XLI vs VRTX
+46.6%
+27.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | +1.1% | +7.9% | -6.8% | 0.0% |
| 3M | -7.7% | +3.3% | -11.0% | -8.2% |
| 6M | -1.8% | +25.7% | -27.5% | -5.0% |
| YTD | +11.1% | +20.7% | -9.6% | +7.8% |
| 1Y | +12.1% | +27.4% | -15.3% | +8.0% |
| All | +73.7% | +46.6% | +27.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling