+1,117.4%
XLI vs VRTX
+3,908.2%
-2,790.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -0.3% | +23.6% | -23.9% | -3.2% |
| 6M | +0.1% | +14.3% | -14.1% | -1.9% |
| YTD | +13.6% | +20.5% | -6.9% | +10.4% |
| 1Y | +17.2% | +37.6% | -20.4% | +11.8% |
| 3Y | +68.2% | +55.5% | +12.7% | +56.1% |
| 5Y | +80.7% | +175.7% | -95.0% | +54.5% |
| 10Y | +253.3% | +474.2% | -220.9% | +168.9% |
| All | +1,117.4% | +3,908.2% | -2,790.8% | +469.6% |
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