-24.5%
ON vs VRTX
+57.9%
-82.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.5% |
| 7D | +2.4% | +0.8% | +1.6% | +2.2% |
| 30D | -3.3% | +12.6% | -15.9% | -6.3% |
| 3M | -43.6% | +23.6% | -67.2% | -47.2% |
| 6M | +19.0% | +14.3% | +4.7% | +13.8% |
| YTD | +37.4% | +20.5% | +16.9% | +29.1% |
| 1Y | +54.8% | +37.6% | +17.2% | +40.0% |
| All | -24.5% | +57.9% | -82.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling