+1,531.4%
OXY vs VRTX
+11,704.9%
-10,173.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +4.2% | -1.6% | +5.8% | +4.4% |
| 30D | -4.3% | +8.0% | -12.4% | -5.1% |
| 3M | +2.3% | +4.3% | -2.0% | +1.7% |
| 6M | +5.5% | +18.9% | -13.3% | +3.4% |
| YTD | +44.9% | +18.8% | +26.1% | +41.6% |
| 1Y | +42.6% | +24.0% | +18.6% | +38.7% |
| 3Y | +0.7% | +42.1% | -41.4% | -4.2% |
| 5Y | +96.9% | +187.6% | -90.7% | +73.8% |
| 10Y | +18.8% | +485.4% | -466.6% | -2.4% |
| All | +1,531.4% | +11,704.9% | -10,173.5% | +784.4% |
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 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