+227.0%
UPS vs VRTX
+3,945.3%
-3,718.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +1.0% | -1.0% |
| 7D | -2.9% | +0.8% | -3.7% | -3.0% |
| 30D | -3.5% | +12.6% | -16.2% | -4.6% |
| 3M | -5.7% | +23.6% | -29.3% | -7.7% |
| 6M | -4.4% | +14.3% | -18.6% | -5.7% |
| YTD | +8.0% | +20.5% | -12.4% | +5.9% |
| 1Y | +29.0% | +37.6% | -8.6% | +24.8% |
| 3Y | -27.7% | +55.5% | -83.3% | -31.4% |
| 5Y | -34.3% | +175.7% | -210.1% | -41.2% |
| 10Y | +37.8% | +474.2% | -436.4% | +14.4% |
| All | +227.0% | +3,945.3% | -3,718.3% | +127.1% |
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