+117.8%
WFC vs VRTX
+481.1%
-363.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.4% |
| 7D | +0.9% | +3.2% | -2.4% | +0.2% |
| 30D | +3.3% | +7.4% | -4.2% | +1.7% |
| 3M | -1.4% | +4.6% | -6.0% | -2.5% |
| 6M | +14.7% | +27.5% | -12.8% | +8.8% |
| YTD | -5.9% | +20.9% | -26.8% | -10.2% |
| 1Y | +1.8% | +30.1% | -28.2% | -4.3% |
| 3Y | +124.9% | +46.6% | +78.3% | +100.7% |
| 5Y | +92.7% | +191.6% | -98.8% | +45.4% |
| All | +117.8% | +481.1% | -363.3% | +55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling