+177.1%
VRTX vs EOG
+179.2%
-2.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.6% |
| 7D | -6.4% | -1.3% | -5.1% | -6.3% |
| 30D | -0.5% | +3.4% | -3.9% | -0.8% |
| 3M | +16.9% | +7.8% | +9.1% | +16.1% |
| 6M | +13.1% | +13.4% | -0.3% | +11.6% |
| YTD | +14.9% | +43.5% | -28.5% | +10.8% |
| 1Y | +31.4% | +29.7% | +1.8% | +27.9% |
| 3Y | +51.9% | +23.2% | +28.7% | +47.4% |
| 5Y | +177.1% | +176.4% | +0.6% | +154.5% |
| All | +177.1% | +179.2% | -2.2% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling