+25.0%
VRTX vs USAR
-54.5%
+79.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | 0.0% | +8.8% | -8.7% | -0.3% |
| 30D | +11.8% | -28.5% | +40.3% | +12.7% |
| 3M | +3.2% | -56.2% | +59.4% | +5.5% |
| 6M | +21.0% | -68.4% | +89.5% | +24.5% |
| YTD | +19.7% | -32.2% | +51.9% | +19.3% |
| 1Y | +25.0% | -52.3% | +77.3% | +24.8% |
| All | +25.0% | -54.5% | +79.5% | +24.8% |
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