+12.3%
WFC vs VRTX
+37.4%
-25.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | +1.5% | +12.6% | -11.2% | +0.2% |
| 3M | +10.9% | +23.6% | -12.8% | +8.4% |
| 6M | +8.4% | +14.3% | -5.8% | +6.8% |
| YTD | -1.9% | +20.5% | -22.3% | -4.5% |
| 1Y | +12.3% | +37.6% | -25.2% | +9.5% |
| All | +12.3% | +37.4% | -25.0% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling