+270.3%
ORCL vs VRTX
+483.3%
-213.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | +8.0% | -1.6% | +9.5% | +8.3% |
| 30D | -4.0% | +8.0% | -12.0% | -5.6% |
| 3M | -19.5% | +4.3% | -23.8% | -20.4% |
| 6M | -33.5% | +18.9% | -52.3% | -36.2% |
| YTD | -34.8% | +18.8% | -53.6% | -37.8% |
| 1Y | -41.6% | +24.0% | -65.6% | -44.9% |
| 3Y | +13.8% | +42.1% | -28.4% | +1.3% |
| 5Y | +43.4% | +187.6% | -144.2% | +5.7% |
| All | +270.3% | +483.3% | -213.1% | +164.4% |
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