+21.0%
VRTX vs XHB
+0.7%
+20.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | +11.8% | +7.1% | +4.8% | +10.3% |
| 3M | +3.2% | -6.0% | +9.2% | +4.3% |
| 6M | +21.0% | +2.1% | +19.0% | +19.6% |
| All | +21.0% | +0.7% | +20.4% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling