+6,420.0%
WFC vs VRTX
+11,869.8%
-5,449.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | +1.5% | +12.6% | -11.2% | 0.0% |
| 3M | +10.9% | +23.6% | -12.8% | +8.0% |
| 6M | +8.4% | +14.3% | -5.8% | +6.5% |
| YTD | -1.9% | +20.5% | -22.3% | -4.4% |
| 1Y | +12.3% | +37.6% | -25.2% | +7.6% |
| 3Y | +132.3% | +55.5% | +76.8% | +117.1% |
| 5Y | +130.1% | +175.7% | -45.7% | +99.9% |
| 10Y | +134.4% | +474.2% | -339.8% | +83.4% |
| All | +6,420.0% | +11,869.8% | -5,449.7% | +3,223.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling