+494.6%
VRTX vs XHB
+241.7%
+252.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -0.4% | -4.1% | +3.7% | +1.0% |
| 30D | +7.9% | +9.6% | -1.7% | +4.4% |
| 3M | +3.3% | -6.0% | +9.3% | +5.3% |
| 6M | +25.7% | +2.2% | +23.5% | +23.9% |
| YTD | +20.7% | +1.1% | +19.5% | +18.7% |
| 1Y | +27.4% | -1.7% | +29.2% | +26.6% |
| 3Y | +46.4% | +36.5% | +9.9% | +25.9% |
| 5Y | +194.3% | +33.5% | +160.8% | +149.3% |
| 10Y | +494.6% | +240.9% | +253.7% | +199.5% |
| All | +494.6% | +241.7% | +252.8% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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