+206.8%
ON vs VRTX
+1,898.3%
-1,691.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | -3.1% | +7.9% | -11.0% | -5.1% |
| 3M | -9.2% | +3.3% | -12.5% | -10.3% |
| 6M | -31.4% | +25.7% | -57.1% | -35.8% |
| YTD | +36.0% | +20.7% | +15.3% | +28.1% |
| 1Y | +52.0% | +27.4% | +24.6% | +41.4% |
| 3Y | +9.3% | +46.4% | -37.1% | -3.5% |
| 5Y | +26.5% | +194.3% | -167.8% | -6.6% |
| 10Y | +556.1% | +494.6% | +61.6% | +300.8% |
| All | +206.8% | +1,898.3% | -1,691.5% | -14.1% |
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