+82.2%
UBER vs VRTX
+222.5%
-140.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.4% |
| 7D | -3.9% | +0.8% | -4.7% | -4.1% |
| 30D | +11.1% | +12.6% | -1.5% | +7.0% |
| 3M | +4.9% | +23.6% | -18.7% | -2.0% |
| 6M | -1.2% | +14.3% | -15.4% | -5.8% |
| YTD | -7.3% | +20.5% | -27.7% | -13.5% |
| 1Y | -17.6% | +37.6% | -55.2% | -26.6% |
| 3Y | +61.1% | +55.5% | +5.5% | +29.9% |
| 5Y | +87.9% | +175.7% | -87.9% | +16.7% |
| All | +82.2% | +222.5% | -140.2% | -5.5% |
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