+147.3%
VRTX vs OSCR
-9.0%
+156.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -5.6% | +1.6% | -7.2% | -5.7% |
| 30D | -2.0% | +10.7% | -12.6% | -2.4% |
| 3M | +15.8% | +13.4% | +2.5% | +15.1% |
| 6M | +4.7% | +144.6% | -139.9% | +0.9% |
| YTD | +13.7% | +128.0% | -114.4% | +9.6% |
| 1Y | +29.7% | +68.7% | -38.9% | +26.1% |
| 3Y | +48.4% | +398.8% | -350.3% | +32.4% |
| 5Y | +173.3% | +87.3% | +86.1% | +148.8% |
| All | +147.3% | -9.0% | +156.3% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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