-26.6%
U vs VRTX
+98.5%
-125.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +7.6% | +11.8% | -4.2% | +3.7% |
| 3M | +12.7% | +3.2% | +9.5% | +11.0% |
| 6M | +87.0% | +21.0% | +65.9% | +74.3% |
| YTD | +13.6% | +19.7% | -6.1% | +5.3% |
| 1Y | +25.3% | +25.0% | +0.3% | +13.9% |
| 3Y | +85.8% | +45.2% | +40.6% | +51.3% |
| 5Y | -74.5% | +189.7% | -264.2% | -83.4% |
| All | -26.6% | +98.5% | -125.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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