+119.2%
ORLY vs VRTX
+171.2%
-52.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -5.6% | +3.3% | -1.4% |
| 30D | -6.8% | -2.0% | -4.8% | -6.5% |
| 3M | -4.8% | +15.8% | -20.6% | -7.2% |
| 6M | -9.1% | +4.7% | -13.8% | -10.0% |
| YTD | -5.9% | +13.7% | -19.6% | -8.2% |
| 1Y | -20.4% | +29.7% | -50.1% | -24.1% |
| 3Y | +36.6% | +48.4% | -11.9% | +23.7% |
| All | +119.2% | +171.2% | -52.0% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling