+37.6%
VRTX vs ONON
-37.3%
+74.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -2.0% |
| 7D | +0.8% | -3.0% | +3.8% | +1.0% |
| 30D | +12.6% | -26.7% | +39.4% | +14.9% |
| 3M | +23.6% | -25.3% | +48.9% | +25.6% |
| 6M | +14.3% | -35.3% | +49.5% | +17.5% |
| YTD | +20.5% | -39.8% | +60.2% | +24.4% |
| 1Y | +37.6% | -39.2% | +76.8% | +41.4% |
| All | +37.6% | -37.3% | +74.9% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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