+31.8%
USB vs VRTX
+32.1%
-0.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | 0.0% | -2.1% | +2.1% | +0.2% |
| 30D | +5.8% | +8.2% | -2.4% | +5.0% |
| 3M | -6.0% | +13.0% | -19.0% | -7.2% |
| 6M | +7.8% | +27.9% | -20.2% | +5.0% |
| YTD | +14.6% | +20.7% | -6.1% | +11.1% |
| 1Y | +31.8% | +31.4% | +0.3% | +25.7% |
| All | +31.8% | +32.1% | -0.3% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling