+188.2%
VRTX vs ONON
-10.9%
+199.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -1.6% | -10.0% | +8.4% | -0.7% |
| 30D | +8.0% | -5.3% | +13.3% | +8.5% |
| 3M | +4.3% | +6.5% | -2.2% | +3.6% |
| 6M | +18.9% | -5.0% | +23.9% | +18.7% |
| YTD | +18.8% | -27.6% | +46.4% | +21.1% |
| 1Y | +24.0% | -20.7% | +44.6% | +25.3% |
| 3Y | +42.1% | +26.6% | +15.5% | +34.9% |
| All | +188.2% | -10.9% | +199.2% | +164.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling