+244.8%
ORCL vs VRTX
+580.6%
-335.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -11.2% | -2.1% | -9.0% | -10.8% |
| 30D | -18.8% | +8.2% | -27.0% | -20.3% |
| 3M | -18.8% | +13.0% | -31.8% | -21.0% |
| 6M | -39.7% | +27.9% | -67.7% | -43.1% |
| YTD | -39.6% | +20.7% | -60.3% | -42.6% |
| 1Y | -51.7% | +31.4% | -83.2% | -55.0% |
| 3Y | +10.2% | +41.8% | -31.6% | -1.6% |
| 5Y | +30.8% | +183.7% | -152.9% | -2.7% |
| All | +244.8% | +580.6% | -335.9% | +138.0% |
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