+456.3%
VRTX vs UL
+65.2%
+391.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | -6.4% | -3.2% | -3.2% | -5.2% |
| 30D | -0.5% | -0.6% | +0.1% | -0.3% |
| 3M | +16.9% | +9.4% | +7.5% | +12.7% |
| 6M | +13.1% | -4.1% | +17.2% | +14.4% |
| YTD | +14.9% | -2.0% | +16.9% | +15.3% |
| 1Y | +31.4% | -9.0% | +40.4% | +35.3% |
| 3Y | +51.9% | +21.8% | +30.1% | +38.2% |
| 5Y | +177.1% | +20.6% | +156.5% | +149.1% |
| 10Y | +456.3% | +67.7% | +388.6% | +384.6% |
| All | +456.3% | +65.2% | +391.1% | +384.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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