+145.3%
UMC vs VRTX
+175.1%
-29.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | +13.6% | -6.4% | +20.0% | +14.9% |
| 30D | +20.8% | -0.5% | +21.3% | +20.6% |
| 3M | +16.1% | +16.9% | -0.8% | +11.8% |
| 6M | +137.3% | +13.1% | +124.2% | +129.4% |
| YTD | +193.8% | +14.9% | +178.8% | +183.4% |
| 1Y | +236.1% | +31.4% | +204.7% | +214.9% |
| 3Y | +267.1% | +51.9% | +215.2% | +219.2% |
| 5Y | +145.3% | +177.1% | -31.8% | +72.9% |
| All | +145.3% | +175.1% | -29.8% | +72.9% |
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