+112.4%
WFC vs VRTX
+483.3%
-370.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +7.0% | +8.0% | -1.0% | +5.3% |
| 3M | -1.8% | +4.3% | -6.0% | -2.8% |
| 6M | +18.4% | +18.9% | -0.5% | +13.9% |
| YTD | -5.6% | +18.8% | -24.4% | -9.6% |
| 1Y | +3.9% | +24.0% | -20.1% | -1.4% |
| 3Y | +126.3% | +42.1% | +84.2% | +103.4% |
| 5Y | +91.1% | +187.6% | -96.5% | +44.7% |
| All | +112.4% | +483.3% | -370.9% | +51.4% |
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