+275.4%
ORCL vs VRTX
+487.7%
-212.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | -11.2% | +11.8% | -23.1% | -13.4% |
| 3M | -16.8% | +3.2% | -20.0% | -17.6% |
| 6M | -31.5% | +21.0% | -52.5% | -34.6% |
| YTD | -33.9% | +19.7% | -53.6% | -37.0% |
| 1Y | -43.3% | +25.0% | -68.2% | -46.5% |
| 3Y | +16.5% | +45.2% | -28.8% | +3.2% |
| 5Y | +45.4% | +189.7% | -144.3% | +7.0% |
| All | +275.4% | +487.7% | -212.2% | +167.7% |
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