+24.0%
VRTX vs OTIS
-12.5%
+36.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +8.0% | +12.8% | -4.7% | +5.4% |
| 3M | +4.3% | +7.4% | -3.1% | +2.8% |
| 6M | +18.9% | +7.7% | +11.2% | +16.7% |
| YTD | +18.8% | -9.3% | +28.1% | +14.6% |
| 1Y | +24.0% | -12.1% | +36.1% | +21.4% |
| All | +24.0% | -12.5% | +36.5% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling