+649.7%
XLU vs VRTX
+3,781.8%
-3,132.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.0% | +1.1% |
| 7D | +2.1% | -3.4% | +5.5% | +2.4% |
| 30D | -0.4% | +6.6% | -7.0% | -0.9% |
| 3M | +0.5% | +19.4% | -18.9% | -1.1% |
| 6M | -5.8% | +15.8% | -21.6% | -7.1% |
| YTD | +3.1% | +16.7% | -13.5% | +1.6% |
| 1Y | +8.1% | +33.8% | -25.7% | +5.2% |
| 3Y | +50.5% | +54.2% | -3.6% | +43.9% |
| 5Y | +44.7% | +176.4% | -131.7% | +31.5% |
| 10Y | +136.8% | +443.5% | -306.7% | +102.2% |
| All | +649.7% | +3,781.8% | -3,132.1% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling