+89.2%
USB vs VRTX
+519.5%
-430.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | +6.8% | +8.0% | -1.2% | +5.1% |
| 3M | -3.8% | +11.0% | -14.8% | -5.9% |
| 6M | +11.7% | +28.2% | -16.4% | +6.1% |
| YTD | +17.5% | +21.5% | -4.0% | +12.3% |
| 1Y | +33.8% | +34.5% | -0.8% | +25.2% |
| 3Y | +104.2% | +49.5% | +54.8% | +83.7% |
| 5Y | +26.4% | +188.3% | -161.9% | -1.0% |
| 10Y | +89.2% | +493.1% | -403.9% | +43.4% |
| All | +89.2% | +519.5% | -430.3% | +43.4% |
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 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