+52.2%
UNP vs VRTX
+178.3%
-126.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.5% |
| 7D | -5.3% | +0.8% | -6.2% | -5.5% |
| 30D | -1.5% | +12.6% | -14.2% | -3.2% |
| 3M | +10.3% | +23.6% | -13.4% | +7.0% |
| 6M | +9.7% | +14.3% | -4.6% | +7.4% |
| YTD | +27.1% | +20.5% | +6.6% | +23.3% |
| 1Y | +32.6% | +37.6% | -5.0% | +25.9% |
| 3Y | +40.0% | +55.5% | -15.6% | +28.6% |
| All | +52.2% | +178.3% | -126.2% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling