+346.9%
ORCL vs VRTX
+470.1%
-123.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | +5.3% | +0.8% | +4.4% | +5.1% |
| 30D | +10.0% | +12.6% | -2.7% | +7.2% |
| 3M | -32.6% | +23.6% | -56.2% | -35.7% |
| 6M | +4.9% | +14.3% | -9.3% | +1.5% |
| YTD | -17.8% | +20.5% | -38.2% | -21.5% |
| 1Y | -28.0% | +37.6% | -65.6% | -33.5% |
| 3Y | +36.0% | +55.5% | -19.5% | +19.0% |
| 5Y | +88.7% | +175.7% | -87.0% | +41.9% |
| All | +346.9% | +470.1% | -123.2% | +211.0% |
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