+184.1%
VRTX vs OUST
-56.2%
+240.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.2% |
| 7D | +0.8% | +5.2% | -4.4% | +0.7% |
| 30D | +12.6% | -19.3% | +31.9% | +13.1% |
| 3M | +23.6% | -22.6% | +46.3% | +23.6% |
| 6M | +14.3% | +62.8% | -48.5% | +11.6% |
| YTD | +20.5% | +68.3% | -47.9% | +17.3% |
| 1Y | +37.6% | +28.5% | +9.0% | +34.4% |
| 3Y | +55.5% | +554.0% | -498.5% | +42.2% |
| All | +184.1% | -56.2% | +240.3% | +181.2% |
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