+278.9%
UNP vs VRTX
+483.3%
-204.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.4% |
| 7D | +4.2% | -1.6% | +5.8% | +4.5% |
| 30D | +5.6% | +8.0% | -2.5% | +4.0% |
| 3M | +2.0% | +4.3% | -2.3% | +1.1% |
| 6M | +15.4% | +18.9% | -3.5% | +11.3% |
| YTD | +32.7% | +18.8% | +13.9% | +27.4% |
| 1Y | +39.4% | +24.0% | +15.5% | +32.7% |
| 3Y | +54.3% | +42.1% | +12.2% | +40.0% |
| 5Y | +39.6% | +187.6% | -147.9% | +7.3% |
| All | +278.9% | +483.3% | -204.5% | +178.1% |
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