+8,066.5%
UNP vs VRTX
+11,891.0%
-3,824.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | -4.6% | -2.1% | -2.4% | -4.4% |
| 30D | +5.6% | +8.2% | -2.6% | +4.9% |
| 3M | -1.3% | +13.0% | -14.3% | -2.5% |
| 6M | +9.2% | +27.9% | -18.7% | +6.7% |
| YTD | +27.3% | +20.7% | +6.7% | +24.8% |
| 1Y | +35.9% | +31.4% | +4.5% | +32.1% |
| 3Y | +45.5% | +41.8% | +3.6% | +39.4% |
| 5Y | +36.0% | +183.7% | -147.7% | +21.9% |
| 10Y | +307.2% | +592.9% | -285.7% | +234.8% |
| All | +8,066.5% | +11,891.0% | -3,824.5% | +4,906.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling