+108.7%
USB vs VRTX
+473.8%
-365.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.2% |
| 7D | +1.4% | +0.8% | +0.6% | +1.3% |
| 30D | -1.3% | +12.6% | -13.9% | -3.7% |
| 3M | +15.2% | +23.6% | -8.4% | +10.4% |
| 6M | +18.8% | +14.3% | +4.6% | +15.3% |
| YTD | +21.0% | +20.5% | +0.6% | +15.9% |
| 1Y | +34.0% | +37.6% | -3.6% | +24.9% |
| 3Y | +95.3% | +55.5% | +39.8% | +74.5% |
| 5Y | +40.4% | +175.7% | -135.4% | +10.9% |
| All | +108.7% | +473.8% | -365.0% | +53.0% |
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