+251.6%
ORCL vs VRTX
+519.5%
-267.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.0% |
| 7D | +0.5% | -0.4% | +0.9% | +0.5% |
| 30D | -15.3% | +8.0% | -23.3% | -16.8% |
| 3M | -18.2% | +11.0% | -29.3% | -20.2% |
| 6M | -38.4% | +28.2% | -66.6% | -41.9% |
| YTD | -37.7% | +21.5% | -59.2% | -40.8% |
| 1Y | -49.3% | +34.5% | -83.8% | -52.9% |
| 3Y | +10.6% | +49.5% | -38.8% | -2.6% |
| 5Y | +35.5% | +188.3% | -152.8% | +0.1% |
| 10Y | +251.6% | +493.1% | -241.5% | +146.7% |
| All | +251.6% | +519.5% | -267.9% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling