+12,036.0%
VRTX vs UL
+2,335.4%
+9,700.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.1% | -2.1% |
| 7D | +0.8% | -1.3% | +2.2% | +1.3% |
| 30D | +12.6% | +0.5% | +12.2% | +12.4% |
| 3M | +23.6% | +17.6% | +6.0% | +16.3% |
| 6M | +14.3% | -5.4% | +19.6% | +16.0% |
| YTD | +20.5% | +0.7% | +19.8% | +19.5% |
| 1Y | +37.6% | -9.3% | +46.8% | +41.3% |
| 3Y | +55.5% | +24.5% | +31.0% | +41.5% |
| 5Y | +175.7% | +23.2% | +152.5% | +147.8% |
| 10Y | +474.2% | +64.5% | +409.7% | +357.5% |
| All | +12,036.0% | +2,335.4% | +9,700.6% | +5,412.9% |
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