+246.0%
ORCL vs VRTX
+482.4%
-236.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -6.5% | +3.2% | -9.7% | -7.1% |
| 30D | -16.6% | +7.4% | -24.0% | -17.9% |
| 3M | -21.6% | +4.6% | -26.2% | -22.6% |
| 6M | -39.4% | +27.5% | -66.8% | -42.8% |
| YTD | -38.7% | +20.9% | -59.5% | -41.7% |
| 1Y | -50.4% | +30.1% | -80.4% | -53.6% |
| 3Y | +8.1% | +46.6% | -38.5% | -4.4% |
| 5Y | +34.5% | +191.6% | -157.0% | -1.0% |
| 10Y | +246.0% | +474.5% | -228.5% | +144.9% |
| All | +246.0% | +482.4% | -236.4% | +144.9% |
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