+456.3%
VRTX vs XME
+412.4%
+43.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.3% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -0.5% | +1.4% | -1.9% | -1.0% |
| 3M | +16.9% | +2.7% | +14.2% | +15.7% |
| 6M | +13.1% | +6.5% | +6.6% | +10.3% |
| YTD | +14.9% | +15.2% | -0.2% | +9.4% |
| 1Y | +31.4% | +43.5% | -12.1% | +17.5% |
| 3Y | +51.9% | +135.9% | -84.0% | +15.9% |
| 5Y | +177.1% | +181.5% | -4.4% | +94.0% |
| 10Y | +456.3% | +436.9% | +19.4% | +157.1% |
| All | +456.3% | +412.4% | +43.9% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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