+1,101.4%
XLY vs VRTX
+3,724.7%
-2,623.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.1% |
| 7D | -2.1% | -6.4% | +4.3% | -1.2% |
| 30D | -6.0% | -0.5% | -5.5% | -6.0% |
| 3M | -2.7% | +16.9% | -19.7% | -4.9% |
| 6M | -1.5% | +13.1% | -14.5% | -3.3% |
| YTD | -5.4% | +14.9% | -20.4% | -7.5% |
| 1Y | -3.8% | +31.4% | -35.3% | -7.7% |
| 3Y | +36.6% | +51.9% | -15.3% | +27.2% |
| 5Y | +27.4% | +177.1% | -149.7% | +9.0% |
| 10Y | +218.2% | +456.3% | -238.1% | +144.4% |
| All | +1,101.4% | +3,724.7% | -2,623.3% | +464.0% |
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 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