+361.0%
ORLY vs VRTX
+451.8%
-90.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -5.6% | +3.3% | -1.3% |
| 30D | -6.8% | -2.0% | -4.8% | -6.5% |
| 3M | -4.8% | +15.8% | -20.6% | -7.7% |
| 6M | -9.1% | +4.7% | -13.8% | -10.2% |
| YTD | -5.9% | +13.7% | -19.6% | -8.6% |
| 1Y | -20.4% | +29.7% | -50.1% | -24.8% |
| 3Y | +36.6% | +48.4% | -11.9% | +22.7% |
| 5Y | +117.3% | +173.3% | -56.0% | +69.6% |
| All | +361.0% | +451.8% | -90.8% | +237.8% |
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