+120.4%
XLK vs VRTX
+50.1%
+70.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.3% |
| 7D | +0.2% | -5.6% | +5.8% | +0.9% |
| 30D | -0.6% | -2.0% | +1.3% | -0.4% |
| 3M | +2.6% | +15.8% | -13.3% | +0.1% |
| 6M | +34.0% | +4.7% | +29.3% | +32.8% |
| YTD | +30.7% | +13.7% | +17.0% | +27.5% |
| 1Y | +39.2% | +29.7% | +9.5% | +32.8% |
| 3Y | +120.4% | +48.4% | +72.0% | +101.1% |
| All | +120.4% | +50.1% | +70.3% | +101.1% |
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