+32.4%
VRTX vs UL
-10.0%
+42.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -7.8% | -4.1% | -3.7% | -6.7% |
| 30D | -2.8% | -1.2% | -1.7% | -2.5% |
| 3M | +18.1% | +6.0% | +12.1% | +16.4% |
| 6M | +3.1% | -5.5% | +8.6% | +4.6% |
| YTD | +13.5% | -3.3% | +16.8% | +17.6% |
| 1Y | +32.4% | -9.8% | +42.2% | +40.8% |
| All | +32.4% | -10.0% | +42.4% | +40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling