+124.6%
XLP vs VRTX
+580.6%
-456.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +0.7% | -2.1% | +2.8% | +1.1% |
| 30D | +10.3% | +8.2% | +2.1% | +8.9% |
| 3M | +6.5% | +13.0% | -6.5% | +4.4% |
| 6M | +8.4% | +27.9% | -19.5% | +4.1% |
| YTD | +18.2% | +20.7% | -2.5% | +14.2% |
| 1Y | +22.4% | +31.4% | -9.0% | +16.6% |
| 3Y | +41.9% | +41.8% | +0.1% | +31.2% |
| 5Y | +40.9% | +183.7% | -142.8% | +15.0% |
| All | +124.6% | +580.6% | -456.0% | +83.4% |
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