+470.4%
VRTX vs XHB
+237.3%
+233.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -1.0% |
| 7D | -1.6% | -0.2% | -1.3% | -1.5% |
| 30D | +8.0% | +9.9% | -1.9% | +4.5% |
| 3M | +4.3% | -6.3% | +10.6% | +6.4% |
| 6M | +18.9% | +3.8% | +15.0% | +16.5% |
| YTD | +18.8% | +0.1% | +18.7% | +17.3% |
| 1Y | +24.0% | -0.8% | +24.8% | +22.7% |
| 3Y | +42.1% | +35.6% | +6.5% | +22.5% |
| 5Y | +187.6% | +29.6% | +158.0% | +146.5% |
| All | +470.4% | +237.3% | +233.1% | +194.8% |
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