+20.7%
XYZ vs VRTX
+31.2%
-10.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.4% | +11.9% | +13.7% |
| 7D | +16.5% | +3.7% | +12.9% | +14.7% |
| 30D | +15.0% | +9.0% | +5.9% | +10.8% |
| 3M | +3.5% | +14.7% | -11.2% | -2.7% |
| 6M | +21.9% | +27.7% | -5.9% | +8.7% |
| YTD | +34.6% | +21.1% | +13.5% | +24.0% |
| 1Y | +20.7% | +30.2% | -9.5% | +10.0% |
| All | +20.7% | +31.2% | -10.4% | +10.0% |
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