+278.8%
WMB vs VRTX
+178.3%
+100.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | +3.3% | +12.6% | -9.4% | +1.9% |
| 3M | +3.1% | +23.6% | -20.5% | +0.6% |
| 6M | -0.7% | +14.3% | -15.0% | -2.4% |
| YTD | +25.2% | +20.5% | +4.7% | +22.1% |
| 1Y | +32.9% | +37.6% | -4.7% | +27.3% |
| 3Y | +140.6% | +55.5% | +85.0% | +123.5% |
| All | +278.8% | +178.3% | +100.4% | +245.7% |
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