+6,132.1%
WFC vs VRTX
+11,973.9%
-5,841.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.8% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +2.9% | +8.0% | -5.1% | +1.9% |
| 3M | -1.4% | +11.0% | -12.5% | -2.8% |
| 6M | +14.3% | +28.2% | -13.8% | +10.8% |
| YTD | -6.2% | +21.5% | -27.7% | -8.8% |
| 1Y | +1.6% | +34.5% | -32.9% | -2.4% |
| 3Y | +126.9% | +49.5% | +77.5% | +113.0% |
| 5Y | +94.0% | +188.3% | -94.3% | +67.6% |
| 10Y | +134.0% | +493.1% | -359.1% | +82.6% |
| All | +6,132.1% | +11,973.9% | -5,841.8% | +3,071.4% |
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 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