+298.2%
WBD vs VRTX
+3,144.9%
-2,846.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -1.8% | +0.8% | -2.6% | -2.0% |
| 30D | +8.8% | +12.6% | -3.9% | +6.4% |
| 3M | +4.6% | +23.6% | -19.0% | +0.5% |
| 6M | +1.1% | +14.3% | -13.2% | -1.7% |
| YTD | -2.0% | +20.5% | -22.4% | -5.8% |
| 1Y | +140.0% | +37.6% | +102.4% | +124.9% |
| 3Y | +144.4% | +55.5% | +88.8% | +121.9% |
| 5Y | -0.2% | +175.7% | -176.0% | -18.4% |
| 10Y | +9.1% | +474.2% | -465.1% | -24.9% |
| All | +298.2% | +3,144.9% | -2,846.7% | +62.7% |
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