+470.4%
VRTX vs EOG
+141.0%
+329.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.0% |
| 7D | -1.6% | +7.6% | -9.2% | -2.5% |
| 30D | +8.0% | +3.4% | +4.7% | +7.5% |
| 3M | +4.3% | +12.7% | -8.4% | +2.4% |
| 6M | +18.9% | +19.0% | -0.1% | +15.6% |
| YTD | +18.8% | +55.6% | -36.8% | +10.6% |
| 1Y | +24.0% | +49.5% | -25.6% | +16.1% |
| 3Y | +42.1% | +43.2% | -1.0% | +32.6% |
| 5Y | +187.6% | +111.8% | +75.7% | +146.4% |
| All | +470.4% | +141.0% | +329.5% | +369.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling