+59.8%
UBER vs VRTX
+187.6%
-127.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.0% |
| 7D | +1.6% | -1.6% | +3.2% | +2.0% |
| 30D | +0.6% | +8.0% | -7.5% | -1.3% |
| 3M | -8.2% | +4.3% | -12.4% | -9.2% |
| 6M | -6.7% | +18.9% | -25.6% | -10.6% |
| YTD | -14.7% | +18.8% | -33.5% | -18.7% |
| 1Y | -24.1% | +24.0% | -48.0% | -28.4% |
| 3Y | +33.4% | +42.1% | -8.7% | +15.5% |
| All | +59.8% | +187.6% | -127.8% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling