+189.7%
VRTX vs OVV
+101.5%
+88.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.9% |
| 7D | 0.0% | +6.5% | -6.5% | -0.2% |
| 30D | +11.8% | -2.7% | +14.5% | +11.9% |
| 3M | +3.2% | +3.1% | +0.1% | +3.0% |
| 6M | +21.0% | +12.8% | +8.2% | +20.2% |
| YTD | +19.7% | +68.1% | -48.4% | +16.0% |
| 1Y | +25.0% | +73.6% | -48.7% | +20.9% |
| 3Y | +45.2% | +57.6% | -12.4% | +39.6% |
| 5Y | +189.7% | +104.5% | +85.2% | +175.3% |
| All | +189.7% | +101.5% | +88.2% | +175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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