+470.4%
VRTX vs UL
+109.3%
+361.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | +8.0% | +4.5% | +3.5% | +6.2% |
| 3M | +4.3% | +6.5% | -2.2% | +1.7% |
| 6M | +18.9% | +18.2% | +0.7% | +11.1% |
| YTD | +18.8% | +4.7% | +14.1% | +16.1% |
| 1Y | +24.0% | +0.8% | +23.2% | +22.8% |
| 3Y | +42.1% | +35.9% | +6.3% | +23.9% |
| 5Y | +187.6% | +33.4% | +154.2% | +147.8% |
| All | +470.4% | +109.3% | +361.1% | +347.4% |
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