+3,881.1%
VRTX vs XPO
+10,073.3%
-6,192.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | 0.0% | +6.9% | -6.8% | -0.6% |
| 30D | +11.8% | +4.1% | +7.7% | +11.4% |
| 3M | +3.2% | -9.7% | +13.0% | +4.1% |
| 6M | +21.0% | -3.8% | +24.8% | +21.1% |
| YTD | +19.7% | +38.8% | -19.1% | +15.3% |
| 1Y | +25.0% | +34.2% | -9.3% | +20.7% |
| 3Y | +45.2% | +126.9% | -81.7% | +31.3% |
| 5Y | +189.7% | +297.5% | -107.8% | +142.8% |
| 10Y | +489.8% | +1,260.5% | -770.7% | +327.7% |
| All | +3,881.1% | +10,073.3% | -6,192.2% | +2,444.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling