+33.6%
XLY vs VRTX
+50.1%
-16.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | -1.7% | -5.6% | +3.9% | -0.7% |
| 30D | -4.2% | -2.0% | -2.2% | -3.9% |
| 3M | -2.7% | +15.8% | -18.5% | -5.2% |
| 6M | -0.6% | +4.7% | -5.3% | -1.7% |
| YTD | -5.0% | +13.7% | -18.7% | -7.5% |
| 1Y | -4.1% | +29.7% | -33.8% | -8.7% |
| 3Y | +33.6% | +48.4% | -14.8% | +20.8% |
| All | +33.6% | +50.1% | -16.5% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling