+194.3%
VRTX vs OTIS
+0.9%
+193.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -0.4% | -2.9% | +2.5% | +0.4% |
| 30D | +7.9% | +16.1% | -8.2% | +3.6% |
| 3M | +3.3% | +6.7% | -3.5% | +1.4% |
| 6M | +25.7% | +6.0% | +19.7% | +23.5% |
| YTD | +20.7% | -9.8% | +30.4% | +23.1% |
| 1Y | +27.4% | -12.3% | +39.8% | +31.1% |
| 3Y | +46.4% | -0.2% | +46.6% | +42.8% |
| 5Y | +194.3% | +1.0% | +193.3% | +177.0% |
| All | +194.3% | +0.9% | +193.4% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling