+12,075.3%
VRTX vs UL
+2,421.5%
+9,653.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.2% | +2.6% | +0.7% | +2.3% |
| 30D | +7.4% | +6.8% | +0.7% | +4.9% |
| 3M | +4.6% | +5.7% | -1.2% | +2.4% |
| 6M | +27.5% | +15.9% | +11.6% | +20.5% |
| YTD | +20.9% | +4.3% | +16.6% | +18.4% |
| 1Y | +30.1% | -0.4% | +30.5% | +29.3% |
| 3Y | +46.6% | +35.0% | +11.7% | +29.6% |
| 5Y | +191.6% | +31.6% | +160.0% | +155.8% |
| 10Y | +474.5% | +104.6% | +369.9% | +324.0% |
| All | +12,075.3% | +2,421.5% | +9,653.8% | +5,359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling