+188.2%
VRTX vs OUST
-53.0%
+241.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.5% | +7.8% | -0.6% |
| 7D | -1.6% | -3.8% | +2.2% | -1.5% |
| 30D | +8.0% | +5.1% | +3.0% | +7.8% |
| 3M | +4.3% | -25.8% | +30.1% | +4.7% |
| 6M | +18.9% | -2.0% | +20.9% | +17.7% |
| YTD | +18.8% | +54.7% | -35.9% | +15.8% |
| 1Y | +24.0% | +48.8% | -24.8% | +20.8% |
| 3Y | +42.1% | +607.8% | -565.7% | +30.1% |
| All | +188.2% | -53.0% | +241.3% | +174.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling