+37.6%
VRTX vs OMC
+9.8%
+27.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.9% |
| 7D | +0.8% | -6.4% | +7.2% | +1.5% |
| 30D | +12.6% | +1.1% | +11.5% | +12.4% |
| 3M | +23.6% | +10.4% | +13.2% | +22.5% |
| 6M | +14.3% | -1.7% | +16.0% | +13.4% |
| YTD | +20.5% | +4.4% | +16.0% | +19.0% |
| 1Y | +37.6% | +8.4% | +29.1% | +36.3% |
| All | +37.6% | +9.8% | +27.8% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 1y: compounded portfolio wealth divided by compounded OMC 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…
1y analysis · Full analysis span regression · 6 months rolling