+20.7%
XLK vs VRTX
+31.2%
-10.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.4% | 0.0% |
| 7D | -7.6% | +3.7% | -11.2% | -7.6% |
| 30D | -12.2% | +9.0% | -21.2% | -12.3% |
| 3M | -5.5% | +14.7% | -20.1% | -6.0% |
| 6M | +9.2% | +27.7% | -18.6% | +6.9% |
| YTD | +23.0% | +21.1% | +1.9% | +21.0% |
| 1Y | +20.7% | +30.2% | -9.5% | +17.8% |
| All | +20.7% | +31.2% | -10.5% | +17.8% |
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