+11,958.2%
VRTX vs WY
+533.5%
+11,424.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | 0.0% | -5.4% | +5.4% | +1.8% |
| 30D | +11.8% | +7.9% | +4.0% | +9.0% |
| 3M | +3.2% | -16.6% | +19.8% | +9.2% |
| 6M | +21.0% | -11.2% | +32.2% | +25.0% |
| YTD | +19.7% | -11.3% | +31.0% | +22.8% |
| 1Y | +25.0% | -5.5% | +30.5% | +25.4% |
| 3Y | +45.2% | -25.4% | +70.6% | +54.9% |
| 5Y | +189.7% | -32.4% | +222.1% | +213.4% |
| 10Y | +489.8% | +3.8% | +486.0% | +397.0% |
| All | +11,958.2% | +533.5% | +11,424.7% | +5,269.2% |
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