+287.5%
UNP vs VRTX
+449.2%
-161.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | +0.2% |
| 7D | -0.7% | -3.4% | +2.7% | -0.1% |
| 30D | -1.1% | +6.6% | -7.8% | -2.4% |
| 3M | +7.9% | +19.4% | -11.5% | +4.0% |
| 6M | +14.6% | +15.8% | -1.2% | +11.0% |
| YTD | +26.6% | +16.7% | +9.9% | +22.0% |
| 1Y | +35.6% | +33.8% | +1.8% | +27.0% |
| 3Y | +45.5% | +54.2% | -8.7% | +29.7% |
| 5Y | +50.0% | +176.4% | -126.4% | +16.1% |
| All | +287.5% | +449.2% | -161.7% | +179.8% |
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