+2,985.7%
VRTX vs EXPE
+727.6%
+2,258.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.9% | +5.7% | +1.8% |
| 7D | -2.1% | -9.3% | +7.2% | -0.5% |
| 30D | +8.2% | +0.1% | +8.1% | +7.7% |
| 3M | +13.0% | -15.3% | +28.3% | +15.9% |
| 6M | +27.9% | +5.5% | +22.5% | +25.1% |
| YTD | +20.7% | -8.0% | +28.6% | +19.7% |
| 1Y | +31.4% | +18.9% | +12.6% | +23.1% |
| 3Y | +41.8% | +135.5% | -93.7% | +11.1% |
| 5Y | +183.7% | +44.3% | +139.4% | +135.8% |
| 10Y | +592.9% | +117.7% | +475.1% | +371.4% |
| All | +2,985.7% | +727.6% | +2,258.1% | +985.2% |
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