-73.9%
USO vs VRTX
+1,572.6%
-1,646.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | +9.5% | +0.8% | +8.6% | +9.4% |
| 30D | +23.6% | +12.6% | +10.9% | +22.3% |
| 3M | +3.8% | +23.6% | -19.8% | +1.8% |
| 6M | +55.0% | +14.3% | +40.8% | +52.7% |
| YTD | +105.3% | +20.5% | +84.8% | +100.9% |
| 1Y | +91.4% | +37.6% | +53.8% | +84.9% |
| 3Y | +84.6% | +55.5% | +29.0% | +74.3% |
| 5Y | +191.7% | +175.7% | +16.0% | +158.1% |
| 10Y | +73.3% | +474.2% | -400.9% | +42.2% |
| All | -73.9% | +1,572.6% | -1,646.6% | -82.0% |
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