+284.1%
UNP vs VRTX
+482.4%
-198.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | -0.9% | +3.2% | -4.2% | -1.5% |
| 30D | +8.0% | +7.4% | +0.6% | +6.5% |
| 3M | +3.3% | +4.6% | -1.2% | +2.3% |
| 6M | +14.7% | +27.5% | -12.8% | +9.1% |
| YTD | +31.9% | +20.9% | +11.1% | +26.3% |
| 1Y | +37.1% | +30.1% | +7.0% | +29.2% |
| 3Y | +51.9% | +46.6% | +5.2% | +36.9% |
| 5Y | +39.3% | +191.6% | -152.3% | +6.6% |
| 10Y | +284.1% | +474.5% | -190.4% | +184.1% |
| All | +284.1% | +482.4% | -198.3% | +184.1% |
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