+142.4%
WFC vs VRTX
+441.1%
-298.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.2% |
| 7D | +0.4% | -6.4% | +6.8% | +1.8% |
| 30D | +2.5% | -0.5% | +3.0% | +2.5% |
| 3M | +10.0% | +16.9% | -6.9% | +6.2% |
| 6M | +15.1% | +13.1% | +2.0% | +11.7% |
| YTD | -2.2% | +14.9% | -17.1% | -5.7% |
| 1Y | +13.5% | +31.4% | -18.0% | +6.2% |
| 3Y | +135.2% | +51.9% | +83.3% | +107.7% |
| 5Y | +128.3% | +177.1% | -48.7% | +73.5% |
| 10Y | +142.4% | +456.3% | -313.9% | +66.5% |
| All | +142.4% | +441.1% | -298.7% | +66.5% |
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 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