+191.6%
VRTX vs EXPD
+60.8%
+130.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.2% | -7.4% | +10.6% | +4.7% |
| 30D | +7.4% | -2.1% | +9.5% | +7.7% |
| 3M | +4.6% | +5.7% | -1.1% | +3.2% |
| 6M | +27.5% | +21.4% | +6.1% | +22.0% |
| YTD | +20.9% | +27.6% | -6.8% | +13.5% |
| 1Y | +30.1% | +36.1% | -6.0% | +20.1% |
| 3Y | +46.6% | +69.9% | -23.2% | +26.6% |
| 5Y | +191.6% | +59.7% | +131.9% | +145.8% |
| All | +191.6% | +60.8% | +130.8% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling