+2,980.2%
VRTX vs EXPE
+851.4%
+2,128.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.8% |
| 7D | +0.8% | -9.5% | +10.3% | +2.8% |
| 30D | +12.6% | -6.6% | +19.3% | +14.0% |
| 3M | +23.6% | +31.4% | -7.8% | +16.7% |
| 6M | +14.3% | +35.2% | -20.9% | +6.4% |
| YTD | +20.5% | +5.8% | +14.7% | +17.0% |
| 1Y | +37.6% | +38.7% | -1.1% | +25.6% |
| 3Y | +55.5% | +175.8% | -120.2% | +18.2% |
| 5Y | +175.7% | +111.8% | +63.9% | +110.7% |
| 10Y | +474.2% | +179.7% | +294.5% | +270.8% |
| All | +2,980.2% | +851.4% | +2,128.8% | +960.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling