+102.7%
VRTX vs OUST
-64.1%
+166.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | +0.6% |
| 7D | -2.1% | +17.0% | -19.1% | -2.4% |
| 30D | +8.2% | -16.5% | +24.7% | +8.5% |
| 3M | +13.0% | -23.7% | +36.7% | +13.4% |
| 6M | +27.9% | +18.4% | +9.6% | +26.1% |
| YTD | +20.7% | +60.8% | -40.1% | +17.9% |
| 1Y | +31.4% | +44.2% | -12.8% | +28.6% |
| 3Y | +41.8% | +668.1% | -626.3% | +31.2% |
| 5Y | +183.7% | -48.8% | +232.5% | +170.2% |
| All | +102.7% | -64.1% | +166.8% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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