+1,497.3%
VRTX vs XHB
+175.2%
+1,322.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.6% |
| 7D | +3.2% | +1.2% | +2.1% | +2.6% |
| 30D | +7.4% | +8.9% | -1.5% | +3.2% |
| 3M | +4.6% | -4.2% | +8.7% | +6.2% |
| 6M | +27.5% | +1.4% | +26.1% | +25.4% |
| YTD | +20.9% | +1.2% | +19.6% | +18.1% |
| 1Y | +30.1% | -1.3% | +31.4% | +28.5% |
| 3Y | +46.6% | +36.6% | +10.1% | +20.8% |
| 5Y | +191.6% | +34.3% | +157.3% | +133.8% |
| 10Y | +474.5% | +241.1% | +233.5% | +172.2% |
| All | +1,497.3% | +175.2% | +1,322.1% | +649.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling