+474.7%
VRTX vs UL
+107.1%
+367.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | 0.0% | -2.5% | +2.5% | +1.0% |
| 30D | +11.8% | +5.7% | +6.2% | +9.4% |
| 3M | +3.2% | +7.0% | -3.8% | +0.5% |
| 6M | +21.0% | +16.1% | +5.0% | +13.9% |
| YTD | +19.7% | +3.6% | +16.1% | +17.5% |
| 1Y | +25.0% | -1.4% | +26.3% | +24.8% |
| 3Y | +45.2% | +34.1% | +11.2% | +27.2% |
| 5Y | +189.7% | +32.0% | +157.7% | +150.7% |
| All | +474.7% | +107.1% | +367.6% | +352.6% |
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