+1,477.5%
XLK vs VRTX
+3,781.8%
-2,304.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.9% |
| 7D | +2.3% | -3.4% | +5.7% | +2.9% |
| 30D | -0.1% | +6.6% | -6.7% | -1.4% |
| 3M | +2.1% | +19.4% | -17.3% | -1.5% |
| 6M | +37.2% | +15.8% | +21.4% | +32.8% |
| YTD | +30.8% | +16.7% | +14.1% | +26.3% |
| 1Y | +42.6% | +33.8% | +8.8% | +34.0% |
| 3Y | +121.8% | +54.2% | +67.6% | +99.8% |
| 5Y | +145.7% | +176.4% | -30.7% | +97.4% |
| 10Y | +782.1% | +443.5% | +338.6% | +516.8% |
| All | +1,477.5% | +3,781.8% | -2,304.3% | +411.5% |
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