+205.4%
XOM vs VRTX
+483.3%
-277.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.8% | -1.6% | +4.4% | +3.1% |
| 30D | -3.6% | +8.0% | -11.7% | -4.7% |
| 3M | +8.2% | +4.3% | +4.0% | +7.5% |
| 6M | +14.0% | +18.9% | -4.8% | +10.9% |
| YTD | +44.6% | +18.8% | +25.8% | +40.0% |
| 1Y | +47.8% | +24.0% | +23.8% | +42.0% |
| 3Y | +79.6% | +42.1% | +37.4% | +65.4% |
| 5Y | +214.3% | +187.6% | +26.7% | +151.2% |
| All | +205.4% | +483.3% | -277.9% | +143.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling