+53,441.7%
ORLY vs VRTX
+13,549.0%
+39,892.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.0% |
| 7D | -2.3% | -3.4% | +1.1% | -2.0% |
| 30D | -8.2% | +6.6% | -14.8% | -8.8% |
| 3M | -3.5% | +19.4% | -22.9% | -5.3% |
| 6M | -9.2% | +15.8% | -25.0% | -10.7% |
| YTD | -5.8% | +16.7% | -22.5% | -7.4% |
| 1Y | -19.3% | +33.8% | -53.1% | -21.8% |
| 3Y | +34.4% | +54.2% | -19.7% | +27.4% |
| 5Y | +117.8% | +176.4% | -58.5% | +94.4% |
| 10Y | +356.9% | +443.5% | -86.6% | +278.0% |
| All | +53,441.7% | +13,549.0% | +39,892.7% | +35,264.1% |
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