+1,798.0%
UMC vs VRTX
+450.9%
+1,347.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.3% |
| 7D | +11.4% | -7.8% | +19.2% | +13.0% |
| 30D | +16.8% | -2.8% | +19.6% | +17.2% |
| 3M | +19.1% | +18.1% | +1.0% | +14.8% |
| 6M | +137.4% | +3.1% | +134.4% | +134.7% |
| YTD | +186.4% | +13.5% | +172.9% | +177.6% |
| 1Y | +229.1% | +32.4% | +196.7% | +209.1% |
| 3Y | +257.9% | +50.0% | +207.9% | +221.2% |
| 5Y | +137.5% | +172.9% | -35.3% | +87.6% |
| All | +1,798.0% | +450.9% | +1,347.1% | +1,342.6% |
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