-73.2%
USO vs VRTX
+1,561.9%
-1,635.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.3% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -4.6% | +11.8% | -16.4% | -5.5% |
| 3M | +14.7% | +3.2% | +11.5% | +14.3% |
| 6M | +1.2% | +21.0% | -19.8% | -0.7% |
| YTD | +111.2% | +19.7% | +91.5% | +106.6% |
| 1Y | +109.3% | +25.0% | +84.3% | +103.8% |
| 3Y | +103.5% | +45.2% | +58.2% | +93.3% |
| 5Y | +160.9% | +189.7% | -28.8% | +129.5% |
| 10Y | +86.9% | +489.8% | -402.9% | +53.0% |
| All | -73.2% | +1,561.9% | -1,635.1% | -81.5% |
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