+53.9%
VRTX vs USAR
-13.4%
+67.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.5% | -5.8% | +0.6% |
| 7D | -0.4% | -1.1% | +0.7% | -0.4% |
| 30D | +8.0% | -30.3% | +38.3% | +8.3% |
| 3M | +11.0% | -54.7% | +65.7% | +11.7% |
| 6M | +28.2% | -67.5% | +95.7% | +29.1% |
| YTD | +21.5% | -26.4% | +47.9% | +21.8% |
| 1Y | +34.5% | -49.5% | +84.1% | +34.8% |
| 3Y | +49.5% | -14.5% | +63.9% | +54.9% |
| All | +53.9% | -13.4% | +67.3% | +62.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling