+425.8%
VRTX vs XHB
+210.4%
+215.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.4% |
| 7D | -7.8% | -5.2% | -2.5% | -6.0% |
| 30D | -2.8% | -12.1% | +9.3% | +1.6% |
| 3M | +18.1% | -6.2% | +24.3% | +20.3% |
| 6M | +3.1% | -6.7% | +9.8% | +4.8% |
| YTD | +13.5% | -5.5% | +19.0% | +14.5% |
| 1Y | +32.4% | -15.6% | +48.1% | +39.1% |
| 3Y | +50.0% | +22.0% | +28.0% | +34.0% |
| 5Y | +172.9% | +31.8% | +141.0% | +130.6% |
| All | +425.8% | +210.4% | +215.4% | +162.4% |
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