+32.6%
UNP vs VRTX
+37.4%
-4.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.3% |
| 7D | -5.3% | +0.8% | -6.2% | -5.4% |
| 30D | -1.5% | +12.6% | -14.2% | -2.5% |
| 3M | +10.3% | +23.6% | -13.4% | +8.6% |
| 6M | +9.7% | +14.3% | -4.6% | +8.7% |
| YTD | +27.1% | +20.5% | +6.6% | +24.4% |
| 1Y | +32.6% | +37.6% | -5.0% | +28.3% |
| All | +32.6% | +37.4% | -4.8% | +28.3% |
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