+136.2%
XLP vs VRTX
+487.7%
-351.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +8.2% | +11.8% | -3.7% | +6.2% |
| 3M | +7.7% | +3.2% | +4.5% | +7.1% |
| 6M | +9.3% | +21.0% | -11.7% | +5.8% |
| YTD | +19.5% | +19.7% | -0.2% | +15.5% |
| 1Y | +21.0% | +25.0% | -4.0% | +16.0% |
| 3Y | +43.2% | +45.2% | -2.0% | +31.5% |
| 5Y | +42.7% | +189.7% | -147.0% | +15.1% |
| All | +136.2% | +487.7% | -351.5% | +88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling