+1,662.2%
VRTX vs XME
+242.3%
+1,419.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +12.6% | +6.0% | +6.7% | +10.6% |
| 3M | +23.6% | -7.7% | +31.4% | +25.9% |
| 6M | +14.3% | +1.0% | +13.3% | +12.6% |
| YTD | +20.5% | +14.6% | +5.8% | +13.6% |
| 1Y | +37.6% | +46.0% | -8.4% | +19.5% |
| 3Y | +55.5% | +127.0% | -71.5% | +14.6% |
| 5Y | +175.7% | +175.8% | -0.1% | +83.8% |
| 10Y | +474.2% | +414.6% | +59.6% | +187.6% |
| All | +1,662.2% | +242.3% | +1,419.9% | +663.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling