+101.0%
VRTX vs OUST
-68.5%
+169.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.0% | +7.8% | -1.0% |
| 7D | +0.5% | -5.0% | +5.5% | +0.5% |
| 30D | +8.0% | -32.0% | +40.0% | +8.7% |
| 3M | +11.9% | -32.4% | +44.3% | +12.5% |
| 6M | +27.8% | +6.7% | +21.1% | +26.3% |
| YTD | +19.7% | +41.0% | -21.4% | +17.2% |
| 1Y | +30.1% | +18.0% | +12.1% | +27.8% |
| 3Y | +44.2% | +560.6% | -516.4% | +33.9% |
| 5Y | +181.3% | -55.1% | +236.4% | +168.7% |
| All | +101.0% | -68.5% | +169.5% | +91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling