+115.0%
UMC vs VRTX
+31.2%
+83.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.0% |
| 7D | -14.7% | +3.7% | -18.3% | -14.7% |
| 30D | -32.9% | +9.0% | -41.9% | -33.0% |
| 3M | -22.2% | +14.7% | -36.8% | -23.5% |
| 6M | +25.9% | +27.7% | -1.8% | +18.9% |
| YTD | +107.9% | +21.1% | +86.8% | +101.8% |
| 1Y | +115.0% | +30.2% | +84.8% | +110.2% |
| All | +115.0% | +31.2% | +83.9% | +110.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling