+42.7%
XLP vs VRTX
+180.0%
-137.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | +3.5% | +0.5% | +3.0% | +3.4% |
| 30D | +11.6% | +8.0% | +3.6% | +10.3% |
| 3M | +7.6% | +11.9% | -4.3% | +5.9% |
| 6M | +10.0% | +27.8% | -17.8% | +6.1% |
| YTD | +19.7% | +19.7% | +0.1% | +16.3% |
| 1Y | +23.5% | +30.1% | -6.6% | +18.3% |
| 3Y | +44.0% | +44.2% | -0.2% | +32.6% |
| 5Y | +42.7% | +181.3% | -138.6% | +19.1% |
| All | +42.7% | +180.0% | -137.3% | +19.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling