-24.7%
U vs VRTX
+100.2%
-124.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +5.3% |
| 7D | +36.6% | -2.1% | +38.7% | +37.3% |
| 30D | +13.3% | +8.2% | +5.1% | +10.3% |
| 3M | +26.2% | +13.0% | +13.1% | +20.7% |
| 6M | +88.7% | +27.9% | +60.8% | +72.9% |
| YTD | +16.6% | +20.7% | -4.1% | +7.8% |
| 1Y | +29.0% | +31.4% | -2.5% | +15.0% |
| 3Y | +99.5% | +41.8% | +57.7% | +64.5% |
| 5Y | -66.1% | +183.7% | -249.8% | -77.9% |
| All | -24.7% | +100.2% | -124.8% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling