+8.1%
ORCL vs VRTX
+47.0%
-38.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.5% |
| 7D | -6.5% | +3.2% | -9.7% | -6.6% |
| 30D | -16.6% | +7.4% | -24.0% | -16.8% |
| 3M | -21.6% | +4.6% | -26.2% | -21.8% |
| 6M | -39.4% | +27.5% | -66.8% | -40.2% |
| YTD | -38.7% | +20.9% | -59.5% | -39.4% |
| 1Y | -50.4% | +30.1% | -80.4% | -51.2% |
| 3Y | +8.1% | +46.6% | -38.5% | +3.5% |
| All | +8.1% | +47.0% | -38.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling