+145.2%
VRTX vs EXE
+187.5%
-42.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.4% |
| 7D | -6.4% | -2.7% | -3.7% | -6.2% |
| 30D | -0.5% | -0.4% | -0.2% | -0.5% |
| 3M | +16.9% | +9.5% | +7.4% | +16.1% |
| 6M | +13.1% | -9.3% | +22.4% | +13.7% |
| YTD | +14.9% | -10.9% | +25.9% | +15.6% |
| 1Y | +31.4% | +4.3% | +27.1% | +30.9% |
| 3Y | +51.9% | +18.8% | +33.1% | +49.4% |
| 5Y | +177.1% | +101.4% | +75.6% | +172.5% |
| All | +145.2% | +187.5% | -42.3% | +142.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling