+163.8%
ON vs VRTX
+1,898.5%
-1,734.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | -11.7% | -2.1% | -9.6% | -11.2% |
| 30D | -23.3% | +8.2% | -31.5% | -24.9% |
| 3M | -19.2% | +13.0% | -32.2% | -22.0% |
| 6M | -40.1% | +27.9% | -68.1% | -44.3% |
| YTD | +16.9% | +20.7% | -3.8% | +10.2% |
| 1Y | +29.7% | +31.4% | -1.7% | +19.7% |
| 3Y | -4.4% | +41.8% | -46.2% | -14.9% |
| 5Y | +7.1% | +183.7% | -176.6% | -20.2% |
| 10Y | +447.2% | +592.9% | -145.7% | +221.8% |
| All | +163.8% | +1,898.5% | -1,734.7% | -26.1% |
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 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