+470.4%
VRTX vs EXPD
+335.0%
+135.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.6% | +5.5% | -7.1% | -3.2% |
| 30D | +8.0% | -0.8% | +8.8% | +8.1% |
| 3M | +4.3% | +4.1% | +0.1% | +2.6% |
| 6M | +18.9% | +25.7% | -6.8% | +9.8% |
| YTD | +18.8% | +31.4% | -12.6% | +6.7% |
| 1Y | +24.0% | +42.2% | -18.2% | +8.2% |
| 3Y | +42.1% | +77.2% | -35.0% | +12.5% |
| 5Y | +187.6% | +61.0% | +126.6% | +131.0% |
| All | +470.4% | +335.0% | +135.4% | +196.1% |
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