+209.9%
ON vs VRTX
+1,895.0%
-1,685.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.8% |
| 6M | +19.0% | +14.3% | +4.7% | +14.0% |
| YTD | +37.4% | +20.5% | +16.9% | +29.9% |
| 1Y | +54.8% | +37.6% | +17.2% | +41.5% |
| 3Y | -25.2% | +55.5% | -80.7% | -34.7% |
| 5Y | +62.7% | +175.7% | -113.0% | +22.4% |
| 10Y | +574.3% | +474.2% | +100.1% | +314.3% |
| All | +209.9% | +1,895.0% | -1,685.0% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling