+46.0%
ON vs VRTX
+31.9%
+14.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.1% |
| 7D | -1.9% | -6.4% | +4.5% | -0.8% |
| 30D | -11.0% | -0.5% | -10.5% | -10.9% |
| 3M | -39.3% | +16.9% | -56.2% | -42.5% |
| 6M | +19.8% | +13.1% | +6.8% | +15.1% |
| YTD | +31.1% | +14.9% | +16.1% | +23.8% |
| 1Y | +46.0% | +31.4% | +14.6% | +33.8% |
| All | +46.0% | +31.9% | +14.1% | +33.8% |
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 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