+48.2%
VRTX vs WY
-25.0%
+73.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -7.8% | -3.7% | -4.1% | -7.1% |
| 30D | -2.8% | -11.3% | +8.5% | -0.6% |
| 3M | +18.1% | -8.1% | +26.2% | +19.8% |
| 6M | +3.1% | -7.4% | +10.5% | +4.4% |
| YTD | +13.5% | -4.7% | +18.2% | +13.6% |
| 1Y | +32.4% | -9.2% | +41.6% | +34.2% |
| All | +48.2% | -25.0% | +73.2% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling