+58.8%
VRTX vs EXPE
+182.4%
-123.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +0.8% | -9.5% | +10.3% | +1.3% |
| 30D | +12.6% | -6.6% | +19.3% | +13.0% |
| 3M | +23.6% | +31.4% | -7.8% | +21.9% |
| 6M | +14.3% | +35.2% | -20.9% | +12.2% |
| YTD | +20.5% | +5.8% | +14.7% | +19.9% |
| 1Y | +37.6% | +38.7% | -1.1% | +34.5% |
| All | +58.8% | +182.4% | -123.6% | +51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling