+494.6%
VRTX vs OMC
+57.3%
+437.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.4% | +1.6% | -1.9% | -0.7% |
| 30D | +7.9% | +15.3% | -7.4% | +4.8% |
| 3M | +3.3% | +4.5% | -1.2% | +2.2% |
| 6M | +25.7% | +20.8% | +4.9% | +20.5% |
| YTD | +20.7% | +13.5% | +7.2% | +16.4% |
| 1Y | +27.4% | +25.2% | +2.2% | +20.2% |
| 3Y | +46.4% | +30.5% | +15.9% | +34.9% |
| 5Y | +194.3% | +52.7% | +141.6% | +155.9% |
| 10Y | +494.6% | +55.2% | +439.4% | +390.8% |
| All | +494.6% | +57.3% | +437.3% | +390.8% |
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