+34.1%
XLP vs VRTX
+178.3%
-144.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.5% |
| 7D | -1.0% | +0.8% | -1.8% | -1.1% |
| 30D | -0.9% | +12.6% | -13.5% | -2.6% |
| 3M | +3.8% | +23.6% | -19.8% | +0.7% |
| 6M | -1.7% | +14.3% | -16.0% | -3.8% |
| YTD | +10.3% | +20.5% | -10.2% | +7.0% |
| 1Y | +7.8% | +37.6% | -29.8% | +2.5% |
| 3Y | +27.2% | +55.5% | -28.3% | +15.5% |
| All | +34.1% | +178.3% | -144.3% | +12.0% |
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 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