+182.0%
VRTX vs ONTO
+390.5%
-208.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.1% | -10.2% | -0.1% |
| 7D | -2.1% | -14.0% | +11.9% | -1.1% |
| 30D | +8.2% | -43.1% | +51.3% | +13.2% |
| 3M | +13.0% | -35.5% | +48.5% | +16.1% |
| 6M | +27.9% | -41.1% | +69.0% | +30.8% |
| YTD | +20.7% | +9.8% | +10.9% | +13.8% |
| 1Y | +31.4% | +31.5% | -0.1% | +21.1% |
| 3Y | +41.8% | +45.2% | -3.3% | +20.7% |
| 5Y | +183.7% | +86.7% | +97.0% | +121.7% |
| All | +182.0% | +390.5% | -208.5% | +61.2% |
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