+1,537.5%
VRTX vs ULTA
+1,583.0%
-45.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | +6.6% | -2.8% | +9.4% | +7.1% |
| 3M | +19.4% | +18.7% | +0.7% | +15.5% |
| 6M | +15.8% | -15.0% | +30.8% | +18.6% |
| YTD | +16.7% | -9.2% | +25.9% | +17.9% |
| 1Y | +33.8% | +5.7% | +28.2% | +31.3% |
| 3Y | +54.2% | +32.8% | +21.4% | +41.9% |
| 5Y | +176.4% | +46.0% | +130.4% | +145.5% |
| 10Y | +443.5% | +125.5% | +318.0% | +311.2% |
| All | +1,537.5% | +1,583.0% | -45.5% | +561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling