+49.5%
VRTX vs EXE
+14.7%
+34.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -0.4% | -3.9% | +3.5% | -0.2% |
| 30D | +8.0% | -2.6% | +10.6% | +8.1% |
| 3M | +11.0% | -6.9% | +17.9% | +11.6% |
| 6M | +28.2% | -9.3% | +37.5% | +29.0% |
| YTD | +21.5% | -20.7% | +42.2% | +23.6% |
| 1Y | +34.5% | -21.8% | +56.4% | +37.2% |
| 3Y | +49.5% | +16.2% | +33.3% | +42.5% |
| All | +49.5% | +14.7% | +34.8% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling