+35.6%
UNP vs VRTX
+183.5%
-147.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | -4.6% | -2.1% | -2.4% | -4.3% |
| 30D | +5.6% | +8.2% | -2.6% | +4.4% |
| 3M | -1.3% | +13.0% | -14.3% | -3.1% |
| 6M | +9.2% | +27.9% | -18.7% | +5.3% |
| YTD | +27.3% | +20.7% | +6.7% | +23.3% |
| 1Y | +35.9% | +31.4% | +4.5% | +29.8% |
| 3Y | +45.5% | +41.8% | +3.6% | +35.2% |
| All | +35.6% | +183.5% | -147.8% | +16.3% |
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 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