+169.8%
VRTX vs OKE
+135.8%
+34.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -7.8% | 0.0% | -7.7% | -7.8% |
| 30D | -2.8% | +4.6% | -7.4% | -3.6% |
| 3M | +18.1% | +6.9% | +11.2% | +16.6% |
| 6M | +3.1% | +15.8% | -12.7% | +0.1% |
| YTD | +13.5% | +35.2% | -21.7% | +6.8% |
| 1Y | +32.4% | +37.6% | -5.2% | +24.0% |
| 3Y | +50.0% | +72.0% | -22.0% | +32.4% |
| All | +169.8% | +135.8% | +34.0% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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