+54.2%
VRTX vs XHB
+26.5%
+27.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.7% | -2.5% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +6.6% | -9.1% | +15.7% | +9.2% |
| 3M | +19.4% | -2.3% | +21.7% | +19.8% |
| 6M | +15.8% | -4.1% | +19.9% | +16.5% |
| YTD | +16.7% | -1.7% | +18.4% | +16.4% |
| 1Y | +33.8% | -15.1% | +48.9% | +38.9% |
| 3Y | +54.2% | +26.8% | +27.3% | +44.2% |
| All | +54.2% | +26.5% | +27.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling