+3,913.4%
VRTX vs XPO
+10,095.4%
-6,182.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | +7.9% | +4.7% | +3.2% | +7.4% |
| 3M | +3.3% | -7.1% | +10.4% | +3.9% |
| 6M | +25.7% | -6.3% | +32.0% | +26.1% |
| YTD | +20.7% | +39.1% | -18.4% | +16.2% |
| 1Y | +27.4% | +36.7% | -9.2% | +22.9% |
| 3Y | +46.4% | +127.4% | -81.0% | +32.3% |
| 5Y | +194.3% | +315.0% | -120.7% | +145.6% |
| 10Y | +494.6% | +1,263.5% | -768.9% | +331.0% |
| All | +3,913.4% | +10,095.4% | -6,182.0% | +2,464.7% |
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