+425.8%
VRTX vs EOG
+121.2%
+304.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | -2.8% | +2.8% | -5.7% | -3.2% |
| 3M | +18.1% | +5.9% | +12.2% | +16.9% |
| 6M | +3.1% | +17.1% | -14.0% | +0.3% |
| YTD | +13.5% | +43.9% | -30.4% | +6.9% |
| 1Y | +32.4% | +26.9% | +5.6% | +27.0% |
| 3Y | +50.0% | +23.6% | +26.4% | +42.8% |
| 5Y | +172.9% | +178.1% | -5.3% | +121.4% |
| All | +425.8% | +121.2% | +304.6% | +325.8% |
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