+11,868.9%
VRTX vs WY
+544.4%
+11,324.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.3% |
| 7D | -1.6% | -0.8% | -0.7% | -1.3% |
| 30D | +8.0% | +10.1% | -2.1% | +4.5% |
| 3M | +4.3% | -15.4% | +19.7% | +9.8% |
| 6M | +18.9% | -8.3% | +27.2% | +21.4% |
| YTD | +18.8% | -9.8% | +28.6% | +21.2% |
| 1Y | +24.0% | -3.9% | +27.8% | +23.6% |
| 3Y | +42.1% | -23.3% | +65.5% | +50.2% |
| 5Y | +187.6% | -31.2% | +218.8% | +209.3% |
| 10Y | +485.4% | +5.5% | +479.9% | +390.5% |
| All | +11,868.9% | +544.4% | +11,324.5% | +5,199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling