+183.9%
VRTX vs ONTO
+449.2%
-265.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.0% | -11.3% | -0.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.8% |
| 30D | +8.0% | -34.1% | +42.1% | +11.5% |
| 3M | +11.0% | -37.1% | +48.1% | +14.6% |
| 6M | +28.2% | -31.8% | +60.0% | +29.3% |
| YTD | +21.5% | +22.9% | -1.4% | +13.5% |
| 1Y | +34.5% | +39.5% | -5.0% | +23.5% |
| 3Y | +49.5% | +57.7% | -8.2% | +26.6% |
| 5Y | +188.3% | +115.8% | +72.5% | +121.6% |
| All | +183.9% | +449.2% | -265.3% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling