+153.2%
VRTX vs OTIS
+97.1%
+56.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +0.8% | -0.7% | +1.6% | +1.0% |
| 30D | +12.6% | -2.0% | +14.6% | +13.1% |
| 3M | +23.6% | +2.6% | +21.1% | +22.9% |
| 6M | +14.3% | -20.9% | +35.2% | +19.6% |
| YTD | +20.5% | -17.1% | +37.6% | +24.7% |
| 1Y | +37.6% | -15.9% | +53.5% | +41.9% |
| 3Y | +55.5% | -12.7% | +68.3% | +58.2% |
| 5Y | +175.7% | -15.7% | +191.5% | +177.2% |
| All | +153.2% | +97.1% | +56.1% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling