+1,567.5%
VRTX vs ULTA
+1,924.4%
-356.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | -1.6% | +2.5% | -4.0% | -2.0% |
| 30D | +8.0% | +11.5% | -3.5% | +5.9% |
| 3M | +4.3% | +28.1% | -23.9% | -0.4% |
| 6M | +18.9% | +34.2% | -15.4% | +12.3% |
| YTD | +18.8% | +9.2% | +9.6% | +16.1% |
| 1Y | +24.0% | +23.7% | +0.2% | +18.2% |
| 3Y | +42.1% | +69.2% | -27.0% | +25.2% |
| 5Y | +187.6% | +66.6% | +121.0% | +150.2% |
| 10Y | +485.4% | +176.6% | +308.9% | +327.2% |
| All | +1,567.5% | +1,924.4% | -356.9% | +551.2% |
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