+523.3%
ON vs VRTX
+483.3%
+40.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +12.2% | -1.6% | +13.8% | +12.9% |
| 30D | -3.1% | +8.0% | -11.2% | -6.0% |
| 3M | -12.9% | +4.3% | -17.2% | -14.7% |
| 6M | -38.6% | +18.9% | -57.5% | -43.3% |
| YTD | +31.2% | +18.8% | +12.4% | +20.7% |
| 1Y | +47.6% | +24.0% | +23.7% | +33.7% |
| 3Y | +6.6% | +42.1% | -35.5% | -11.3% |
| 5Y | +21.3% | +187.6% | -166.3% | -25.1% |
| All | +523.3% | +483.3% | +40.0% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling