+43.7%
UPS vs VRTX
+482.4%
-438.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +1.7% | +3.2% | -1.5% | +1.1% |
| 30D | +17.4% | +7.4% | +10.0% | +15.8% |
| 3M | +7.7% | +4.6% | +3.2% | +6.7% |
| 6M | +13.8% | +27.5% | -13.6% | +8.3% |
| YTD | +17.3% | +20.9% | -3.6% | +12.5% |
| 1Y | +27.2% | +30.1% | -2.9% | +20.2% |
| 3Y | -5.6% | +46.6% | -52.3% | -14.6% |
| 5Y | -33.5% | +191.6% | -225.1% | -48.4% |
| 10Y | +43.7% | +474.5% | -430.9% | +7.2% |
| All | +43.7% | +482.4% | -438.8% | +7.2% |
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