+172.9%
VRTX vs XHB
+30.4%
+142.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.6% |
| 7D | -7.8% | -5.2% | -2.5% | -6.4% |
| 30D | -2.8% | -12.1% | +9.3% | +0.6% |
| 3M | +18.1% | -6.2% | +24.3% | +19.8% |
| 6M | +3.1% | -6.7% | +9.8% | +4.5% |
| YTD | +13.5% | -5.5% | +19.0% | +14.4% |
| 1Y | +32.4% | -15.6% | +48.1% | +37.7% |
| 3Y | +50.0% | +22.0% | +28.0% | +38.6% |
| 5Y | +172.9% | +31.8% | +141.0% | +135.7% |
| All | +172.9% | +30.4% | +142.5% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling