+36.1%
UPS vs VRTX
+441.1%
-405.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | -3.7% | -6.4% | +2.7% | -2.5% |
| 30D | -3.7% | -0.5% | -3.2% | -3.7% |
| 3M | -6.6% | +16.9% | -23.5% | -9.4% |
| 6M | +2.6% | +13.1% | -10.5% | -0.1% |
| YTD | +4.8% | +14.9% | -10.2% | +1.6% |
| 1Y | +25.3% | +31.4% | -6.2% | +18.3% |
| 3Y | -26.9% | +51.9% | -78.8% | -34.2% |
| 5Y | -33.5% | +177.1% | -210.6% | -47.6% |
| 10Y | +36.1% | +456.3% | -420.2% | +2.8% |
| All | +36.1% | +441.1% | -405.0% | +2.8% |
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