+126.7%
WFC vs VRTX
+175.7%
-49.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +0.9% | -1.7% |
| 7D | +1.1% | -3.4% | +4.5% | +1.7% |
| 30D | +0.8% | +6.6% | -5.8% | -0.4% |
| 3M | +9.3% | +19.4% | -10.1% | +5.7% |
| 6M | +10.6% | +15.8% | -5.2% | +7.4% |
| YTD | -4.1% | +16.7% | -20.7% | -7.2% |
| 1Y | +13.6% | +33.8% | -20.2% | +6.9% |
| 3Y | +130.7% | +54.2% | +76.6% | +102.2% |
| 5Y | +126.7% | +176.4% | -49.6% | +72.9% |
| All | +126.7% | +175.7% | -49.0% | +72.9% |
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