+470.2%
VRTX vs EXPD
+315.7%
+154.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.4% |
| 7D | +0.8% | -1.1% | +2.0% | +1.2% |
| 30D | +12.6% | +4.1% | +8.6% | +11.1% |
| 3M | +23.6% | +17.9% | +5.7% | +16.9% |
| 6M | +14.3% | +29.2% | -15.0% | +4.4% |
| YTD | +20.5% | +27.4% | -6.9% | +9.6% |
| 1Y | +37.6% | +56.8% | -19.2% | +15.6% |
| 3Y | +55.5% | +68.0% | -12.5% | +25.5% |
| 5Y | +175.7% | +61.9% | +113.9% | +120.1% |
| All | +470.2% | +315.7% | +154.5% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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