+150.0%
VRTX vs OSCR
-11.8%
+161.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.8% | +2.3% | -1.3% |
| 7D | -6.4% | +4.7% | -11.1% | -6.6% |
| 30D | -0.5% | +14.8% | -15.3% | -1.1% |
| 3M | +16.9% | +16.7% | +0.2% | +16.0% |
| 6M | +13.1% | +127.5% | -114.4% | +9.2% |
| YTD | +14.9% | +121.0% | -106.1% | +11.0% |
| 1Y | +31.4% | +58.4% | -27.0% | +28.1% |
| 3Y | +51.9% | +392.4% | -340.5% | +35.6% |
| 5Y | +177.1% | +80.5% | +96.6% | +152.6% |
| All | +150.0% | -11.8% | +161.8% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling