+36.1%
ORLY vs VRTX
+49.8%
-13.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -2.1% | -7.8% | +5.6% | -1.1% |
| 30D | -7.6% | -2.8% | -4.8% | -7.3% |
| 3M | -5.5% | +18.1% | -23.6% | -7.6% |
| 6M | -9.7% | +3.1% | -12.8% | -10.4% |
| YTD | -6.2% | +13.5% | -19.7% | -8.0% |
| 1Y | -18.6% | +32.4% | -51.1% | -21.4% |
| All | +36.1% | +49.8% | -13.7% | +30.6% |
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