+470.4%
VRTX vs WY
+5.0%
+465.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | -1.6% | -0.8% | -0.7% | -1.4% |
| 30D | +8.0% | +10.1% | -2.1% | +5.4% |
| 3M | +4.3% | -15.4% | +19.7% | +8.4% |
| 6M | +18.9% | -8.3% | +27.2% | +20.8% |
| YTD | +18.8% | -9.8% | +28.6% | +20.6% |
| 1Y | +24.0% | -3.9% | +27.8% | +23.7% |
| 3Y | +42.1% | -23.3% | +65.5% | +48.5% |
| 5Y | +187.6% | -31.2% | +218.8% | +205.5% |
| All | +470.4% | +5.0% | +465.4% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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