+425.8%
VRTX vs OMC
+35.0%
+390.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.6% |
| 7D | -7.8% | -6.2% | -1.5% | -6.6% |
| 30D | -2.8% | -7.6% | +4.7% | -1.4% |
| 3M | +18.1% | +7.4% | +10.7% | +16.1% |
| 6M | +3.1% | +0.1% | +2.9% | +2.7% |
| YTD | +13.5% | +0.4% | +13.1% | +12.4% |
| 1Y | +32.4% | +7.8% | +24.7% | +28.7% |
| 3Y | +50.0% | +11.8% | +38.2% | +42.8% |
| 5Y | +172.9% | +32.5% | +140.4% | +144.2% |
| All | +425.8% | +35.0% | +390.8% | +361.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling