+47.6%
ON vs VRTX
+31.2%
+16.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.1% |
| 7D | -5.8% | +3.7% | -9.5% | -6.1% |
| 30D | -17.1% | +9.0% | -26.1% | -17.9% |
| 3M | -11.8% | +14.7% | -26.5% | -13.6% |
| 6M | -30.2% | +27.7% | -57.9% | -35.2% |
| YTD | +31.6% | +21.1% | +10.5% | +23.2% |
| 1Y | +47.6% | +30.2% | +17.3% | +29.1% |
| All | +47.6% | +31.2% | +16.4% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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