+102.3%
VRTX vs OUST
-62.4%
+164.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% |
| 3M | +23.6% | -22.6% | +46.3% | +23.6% |
| 6M | +14.3% | +62.8% | -48.5% | +11.9% |
| YTD | +20.5% | +68.3% | -47.9% | +17.7% |
| 1Y | +37.6% | +28.5% | +9.0% | +34.8% |
| 3Y | +55.5% | +554.0% | -498.5% | +44.4% |
| 5Y | +175.7% | -56.2% | +232.0% | +162.7% |
| All | +102.3% | -62.4% | +164.7% | +92.0% |
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 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