+426.7%
VRTX vs ULTA
+132.3%
+294.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | -5.6% | -3.1% | -2.5% | -5.2% |
| 30D | -2.0% | +2.8% | -4.8% | -2.4% |
| 3M | +15.8% | +14.8% | +1.1% | +13.2% |
| 6M | +4.7% | -16.2% | +20.9% | +7.0% |
| YTD | +13.7% | -9.6% | +23.3% | +14.8% |
| 1Y | +29.7% | +4.8% | +24.9% | +27.9% |
| 3Y | +48.4% | +30.7% | +17.8% | +39.1% |
| 5Y | +173.3% | +45.9% | +127.5% | +148.0% |
| All | +426.7% | +132.3% | +294.4% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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