+49.5%
VRTX vs UL
+34.1%
+15.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | +8.0% | +7.0% | +1.0% | +5.7% |
| 3M | +11.0% | +5.8% | +5.2% | +9.0% |
| 6M | +28.2% | +16.1% | +12.0% | +22.0% |
| YTD | +21.5% | +4.5% | +17.0% | +20.1% |
| 1Y | +34.5% | -1.3% | +35.8% | +35.1% |
| 3Y | +49.5% | +35.0% | +14.5% | +33.5% |
| All | +49.5% | +34.1% | +15.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling