-16.3%
ORLY vs VRTX
+37.4%
-53.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | -5.9% | +12.6% | -18.6% | -8.1% |
| 3M | -0.6% | +23.6% | -24.2% | -5.1% |
| 6M | -6.8% | +14.3% | -21.0% | -9.7% |
| YTD | -3.6% | +20.5% | -24.1% | -7.5% |
| 1Y | -16.3% | +37.6% | -53.9% | -20.9% |
| All | -16.3% | +37.4% | -53.7% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling