+493.1%
VRTX vs EXPE
+119.8%
+373.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | -13.3% | +12.9% | +1.1% |
| 30D | +8.0% | -5.5% | +13.5% | +8.5% |
| 3M | +11.0% | -16.5% | +27.5% | +12.9% |
| 6M | +28.2% | +13.1% | +15.1% | +25.7% |
| YTD | +21.5% | -8.0% | +29.5% | +21.2% |
| 1Y | +34.5% | +1.1% | +33.4% | +32.6% |
| 3Y | +49.5% | +131.2% | -81.7% | +29.7% |
| 5Y | +188.3% | +39.8% | +148.5% | +160.9% |
| 10Y | +493.1% | +118.5% | +374.6% | +349.3% |
| All | +493.1% | +119.8% | +373.3% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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