+608.2%
WDC vs VRTX
+191.0%
+417.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.2% | +8.5% | +8.4% |
| 7D | -3.2% | -0.4% | -2.9% | -3.1% |
| 30D | -19.0% | +7.9% | -26.9% | -20.3% |
| 3M | -28.4% | +3.3% | -31.7% | -29.2% |
| 6M | -39.2% | +25.7% | -64.9% | -43.2% |
| YTD | +82.1% | +20.7% | +61.4% | +71.8% |
| 1Y | +84.7% | +27.4% | +57.2% | +71.4% |
| 3Y | +825.6% | +46.4% | +779.2% | +702.6% |
| 5Y | +608.2% | +194.3% | +413.9% | +374.7% |
| All | +608.2% | +191.0% | +417.2% | +374.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling