+443.5%
VRTX vs EXPE
+155.3%
+288.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.9% | +4.7% | -2.3% |
| 7D | -3.4% | -9.8% | +6.3% | -2.3% |
| 30D | +6.6% | -11.5% | +18.1% | +8.0% |
| 3M | +19.4% | +21.7% | -2.3% | +16.5% |
| 6M | +15.8% | +10.4% | +5.4% | +14.0% |
| YTD | +16.7% | -2.5% | +19.2% | +15.9% |
| 1Y | +33.8% | +27.3% | +6.5% | +28.2% |
| 3Y | +54.2% | +153.5% | -99.3% | +32.3% |
| 5Y | +176.4% | +91.1% | +85.3% | +138.9% |
| 10Y | +443.5% | +153.1% | +290.4% | +307.1% |
| All | +443.5% | +155.3% | +288.2% | +307.1% |
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