+5.9%
OXY vs VRTX
+450.9%
-445.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +1.4% | -7.8% | +9.1% | +3.0% |
| 30D | +4.0% | -2.8% | +6.9% | +4.5% |
| 3M | +7.6% | +18.1% | -10.5% | +3.7% |
| 6M | +16.2% | +3.1% | +13.1% | +14.8% |
| YTD | +50.8% | +13.5% | +37.3% | +45.4% |
| 1Y | +34.7% | +32.4% | +2.3% | +25.2% |
| 3Y | -1.0% | +50.0% | -51.0% | -13.5% |
| 5Y | +163.2% | +172.9% | -9.7% | +94.4% |
| All | +5.9% | +450.9% | -445.0% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling