+154.7%
UMC vs VRTX
+573.2%
-418.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.5% | -2.1% |
| 7D | +11.2% | -1.6% | +12.7% | +11.6% |
| 30D | -28.0% | +8.0% | -36.1% | -29.4% |
| 3M | -20.5% | +4.3% | -24.8% | -21.7% |
| 6M | -1.6% | +18.9% | -20.4% | -6.2% |
| YTD | +99.4% | +18.8% | +80.6% | +89.6% |
| 1Y | +120.4% | +24.0% | +96.5% | +107.3% |
| 3Y | +134.2% | +42.1% | +92.1% | +108.7% |
| 5Y | +78.8% | +187.6% | -108.7% | +33.7% |
| 10Y | +1,280.4% | +485.4% | +795.0% | +723.8% |
| All | +154.7% | +573.2% | -418.5% | -22.0% |
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