+52.8%
VRTX vs USAR
-18.7%
+71.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.8% |
| 7D | -2.1% | -14.5% | +12.4% | -2.0% |
| 30D | +8.2% | -37.8% | +46.0% | +8.6% |
| 3M | +13.0% | -52.8% | +65.8% | +13.6% |
| 6M | +27.9% | -71.2% | +99.2% | +29.0% |
| YTD | +20.7% | -30.9% | +51.6% | +21.0% |
| 1Y | +31.4% | -48.0% | +79.4% | +31.7% |
| 3Y | +41.8% | -19.7% | +61.5% | +47.1% |
| All | +52.8% | -18.7% | +71.6% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling