+22.7%
XLP vs VRTX
+24.1%
-1.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.2% | +1.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.7% |
| 30D | +7.3% | +8.0% | -0.7% | +6.4% |
| 3M | +8.1% | +4.3% | +3.8% | +7.6% |
| 6M | +10.5% | +18.9% | -8.4% | +8.7% |
| YTD | +21.2% | +18.8% | +2.4% | +19.2% |
| 1Y | +22.7% | +24.0% | -1.2% | +20.0% |
| All | +22.7% | +24.1% | -1.4% | +20.0% |
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