+28,526.8%
WDC vs VRTX
+11,889.7%
+16,637.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.4% |
| 3M | -28.4% | +3.3% | -31.7% | -29.3% |
| 6M | -39.2% | +25.7% | -64.9% | -42.7% |
| YTD | +82.1% | +20.7% | +61.4% | +72.9% |
| 1Y | +84.7% | +27.4% | +57.2% | +73.0% |
| 3Y | +825.6% | +46.4% | +779.2% | +728.4% |
| 5Y | +608.2% | +194.3% | +413.9% | +440.7% |
| 10Y | +695.1% | +494.6% | +200.5% | +412.9% |
| All | +28,526.8% | +11,889.7% | +16,637.1% | +7,405.8% |
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