+1,080.1%
XLI vs VRTX
+3,882.5%
-2,802.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.5% | +11.8% | -11.4% | -1.1% |
| 3M | -8.6% | +3.2% | -11.8% | -9.1% |
| 6M | -2.3% | +21.0% | -23.4% | -5.0% |
| YTD | +10.1% | +19.7% | -9.6% | +7.0% |
| 1Y | +11.0% | +25.0% | -14.0% | +7.2% |
| 3Y | +72.3% | +45.2% | +27.1% | +61.2% |
| 5Y | +70.8% | +189.7% | -118.9% | +45.0% |
| 10Y | +228.7% | +489.8% | -261.1% | +149.6% |
| All | +1,080.1% | +3,882.5% | -2,802.4% | +452.0% |
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 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