+176.4%
VRTX vs OMC
+32.6%
+143.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.3% | -2.9% |
| 7D | -3.4% | -5.8% | +2.3% | -2.5% |
| 30D | +6.6% | -4.8% | +11.4% | +7.4% |
| 3M | +19.4% | +9.2% | +10.2% | +17.5% |
| 6M | +15.8% | -2.5% | +18.3% | +15.8% |
| YTD | +16.7% | +2.6% | +14.1% | +15.4% |
| 1Y | +33.8% | +5.9% | +27.9% | +31.3% |
| 3Y | +54.2% | +14.2% | +40.0% | +47.6% |
| 5Y | +176.4% | +33.2% | +143.1% | +152.8% |
| All | +176.4% | +32.6% | +143.8% | +152.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling