+22.7%
USB vs VRTX
+180.0%
-157.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.9% |
| 7D | -1.5% | +0.5% | -1.9% | -1.6% |
| 30D | +4.3% | +8.0% | -3.7% | +2.7% |
| 3M | -6.1% | +11.9% | -18.0% | -8.3% |
| 6M | +9.4% | +27.8% | -18.4% | +3.8% |
| YTD | +15.2% | +19.7% | -4.5% | +10.2% |
| 1Y | +32.8% | +30.1% | +2.7% | +24.7% |
| 3Y | +91.3% | +44.2% | +47.1% | +70.4% |
| 5Y | +22.7% | +181.3% | -158.6% | -6.3% |
| All | +22.7% | +180.0% | -157.3% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling