+51.1%
XOM vs VRTX
+29.9%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.4% |
| 7D | +1.9% | -7.8% | +9.6% | +0.7% |
| 30D | +4.1% | -2.8% | +6.9% | +3.7% |
| 3M | +10.4% | +18.1% | -7.7% | +14.4% |
| 6M | +13.0% | +3.1% | +9.9% | +15.3% |
| YTD | +40.1% | +13.5% | +26.6% | +44.0% |
| 1Y | +51.1% | +32.4% | +18.7% | +59.0% |
| All | +51.1% | +29.9% | +21.2% | +59.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling