+94.0%
WFC vs VRTX
+186.6%
-92.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.7% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +2.9% | +8.0% | -5.1% | +1.5% |
| 3M | -1.4% | +11.0% | -12.5% | -3.4% |
| 6M | +14.3% | +28.2% | -13.8% | +9.1% |
| YTD | -6.2% | +21.5% | -27.7% | -10.0% |
| 1Y | +1.6% | +34.5% | -32.9% | -4.4% |
| 3Y | +126.9% | +49.5% | +77.5% | +101.0% |
| 5Y | +94.0% | +188.3% | -94.3% | +43.1% |
| All | +94.0% | +186.6% | -92.6% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling