+65,408.9%
ORCL vs VRTX
+11,790.4%
+53,618.5%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.2% | -5.7% | -6.7% |
| 7D | -17.5% | +0.5% | -17.9% | -17.6% |
| 30D | -20.2% | +8.0% | -28.2% | -21.3% |
| 3M | -19.9% | +11.9% | -31.8% | -21.7% |
| 6M | -37.4% | +27.8% | -65.3% | -40.3% |
| YTD | -40.1% | +19.7% | -59.8% | -42.4% |
| 1Y | -53.4% | +30.1% | -83.5% | -55.8% |
| 3Y | +10.4% | +44.2% | -33.8% | +1.2% |
| 5Y | +29.8% | +181.3% | -151.5% | +5.5% |
| 10Y | +249.2% | +587.1% | -337.8% | +137.4% |
| All | +65,408.9% | +11,790.4% | +53,618.5% | +20,299.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling