+159.6%
USO vs VRTX
+187.6%
-27.9%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -1.9% | -1.6% | -0.4% | -2.0% |
| 30D | -5.2% | +8.0% | -13.2% | -4.6% |
| 3M | +16.4% | +4.3% | +12.1% | +16.9% |
| 6M | +2.5% | +18.9% | -16.4% | +3.9% |
| YTD | +110.5% | +18.8% | +91.7% | +113.2% |
| 1Y | +108.4% | +24.0% | +84.5% | +111.0% |
| 3Y | +99.6% | +42.1% | +57.5% | +100.4% |
| All | +159.6% | +187.6% | -27.9% | +144.1% |
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 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