+7,432.8%
USB vs VRTX
+11,933.8%
-4,501.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.6% |
| 7D | +2.4% | +3.7% | -1.3% | +2.0% |
| 30D | +6.6% | +9.0% | -2.5% | +5.6% |
| 3M | -4.1% | +14.7% | -18.8% | -5.5% |
| 6M | +12.5% | +27.7% | -15.3% | +9.5% |
| YTD | +17.6% | +21.1% | -3.5% | +15.0% |
| 1Y | +36.5% | +30.2% | +6.3% | +32.4% |
| 3Y | +95.4% | +45.9% | +49.5% | +86.0% |
| 5Y | +26.1% | +182.7% | -156.6% | +12.0% |
| 10Y | +101.3% | +595.3% | -494.1% | +61.4% |
| All | +7,432.8% | +11,933.8% | -4,501.0% | +4,976.5% |
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