+1.0%
OXY vs VRTX
+51.7%
-50.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.1% |
| 7D | +0.6% | -6.4% | +7.0% | +0.8% |
| 30D | +4.5% | -0.5% | +5.1% | +4.5% |
| 3M | +8.9% | +16.9% | -8.0% | +8.4% |
| 6M | +12.5% | +13.1% | -0.6% | +12.0% |
| YTD | +50.5% | +14.9% | +35.5% | +49.4% |
| 1Y | +38.6% | +31.4% | +7.2% | +36.0% |
| All | +1.0% | +51.7% | -50.8% | -0.8% |
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