+470.4%
VRTX vs XPO
+1,266.4%
-796.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -3.0% | -1.0% |
| 7D | -1.6% | +9.0% | -10.5% | -2.7% |
| 30D | +8.0% | +4.2% | +3.9% | +7.4% |
| 3M | +4.3% | -8.7% | +12.9% | +5.3% |
| 6M | +18.9% | -2.8% | +21.6% | +18.8% |
| YTD | +18.8% | +41.9% | -23.1% | +12.3% |
| 1Y | +24.0% | +42.3% | -18.4% | +17.1% |
| 3Y | +42.1% | +127.3% | -85.1% | +22.8% |
| 5Y | +187.6% | +306.4% | -118.8% | +120.2% |
| All | +470.4% | +1,266.4% | -796.0% | +245.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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