+30.2%
VRTX vs USAR
-49.3%
+79.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.9% | +9.3% | +3.6% |
| 7D | +3.7% | -21.8% | +25.4% | +4.3% |
| 30D | +9.0% | -39.9% | +49.0% | +10.4% |
| 3M | +14.7% | -52.5% | +67.2% | +16.8% |
| 6M | +27.7% | -67.9% | +95.7% | +31.0% |
| YTD | +21.1% | -31.1% | +52.2% | +21.3% |
| 1Y | +30.2% | -49.8% | +80.0% | +31.1% |
| All | +30.2% | -49.3% | +79.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling