+162.0%
OXY vs VRTX
+173.5%
-11.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.1% |
| 7D | +0.9% | -7.8% | +8.7% | +1.8% |
| 30D | +3.6% | -2.8% | +6.4% | +3.8% |
| 3M | +7.1% | +18.1% | -11.0% | +4.8% |
| 6M | +15.7% | +3.1% | +12.6% | +15.1% |
| YTD | +50.1% | +13.5% | +36.6% | +46.8% |
| 1Y | +34.1% | +32.4% | +1.7% | +27.6% |
| 3Y | -1.5% | +50.0% | -51.5% | -12.0% |
| 5Y | +162.0% | +172.9% | -10.9% | +106.4% |
| All | +162.0% | +173.5% | -11.5% | +106.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling