+30.7%
VRTX vs UMAC
+494.0%
-463.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +0.9% | -2.1% |
| 7D | +0.8% | -0.9% | +1.7% | +0.8% |
| 30D | +12.6% | -7.7% | +20.3% | +12.6% |
| 3M | +23.6% | -26.4% | +50.1% | +23.8% |
| 6M | +14.3% | +61.9% | -47.6% | +13.1% |
| YTD | +20.5% | +86.5% | -66.0% | +18.8% |
| 1Y | +37.6% | +156.3% | -118.7% | +34.9% |
| All | +30.7% | +494.0% | -463.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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