+168.6%
VRTX vs ONTO
+688.0%
-519.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -6.4% | +9.4% | -15.8% | -7.2% |
| 30D | -0.5% | -4.4% | +3.9% | -0.4% |
| 3M | +16.9% | +1.6% | +15.3% | +14.8% |
| 6M | +13.1% | +45.3% | -32.2% | +5.8% |
| YTD | +14.9% | +76.4% | -61.4% | +4.7% |
| 1Y | +31.4% | +167.2% | -135.7% | +13.1% |
| 3Y | +51.9% | +116.6% | -64.6% | +26.1% |
| 5Y | +177.1% | +263.7% | -86.7% | +100.7% |
| All | +168.6% | +688.0% | -519.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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