+47.7%
VRTX vs USAR
+74.5%
-26.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.4% | -3.2% |
| 7D | -3.4% | +2.3% | -5.7% | -3.4% |
| 30D | +6.6% | -8.6% | +15.3% | +6.7% |
| 3M | +19.4% | -20.5% | +39.9% | +19.5% |
| 6M | +15.8% | +1.2% | +14.6% | +15.5% |
| YTD | +16.7% | +48.4% | -31.7% | +16.3% |
| 1Y | +33.8% | +30.6% | +3.2% | +33.2% |
| 3Y | +54.2% | +73.6% | -19.5% | +59.9% |
| All | +47.7% | +74.5% | -26.8% | +55.2% |
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