+37.6%
VRTX vs EXE
+3.1%
+34.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -1.0% | -2.0% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | +12.6% | +8.5% | +4.2% | +11.8% |
| 3M | +23.6% | +5.5% | +18.2% | +23.0% |
| 6M | +14.3% | -5.9% | +20.2% | +14.8% |
| YTD | +20.5% | -9.7% | +30.2% | +21.5% |
| 1Y | +37.6% | +3.6% | +34.0% | +39.8% |
| All | +37.6% | +3.1% | +34.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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