+54.2%
VRTX vs XME
+136.1%
-82.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.3% |
| 7D | -3.4% | +3.6% | -7.0% | -3.9% |
| 30D | +6.6% | +3.6% | +3.0% | +6.0% |
| 3M | +19.4% | +1.2% | +18.2% | +19.0% |
| 6M | +15.8% | +9.0% | +6.8% | +13.8% |
| YTD | +16.7% | +15.9% | +0.7% | +13.6% |
| 1Y | +33.8% | +43.2% | -9.4% | +26.2% |
| 3Y | +54.2% | +137.4% | -83.2% | +30.2% |
| All | +54.2% | +136.1% | -82.0% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling