+5,134.9%
WMB vs VRTX
+11,891.0%
-6,756.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -13.8% | -2.1% | -11.7% | -13.6% |
| 30D | -10.3% | +8.2% | -18.5% | -11.5% |
| 3M | -10.1% | +13.0% | -23.1% | -11.9% |
| 6M | -11.8% | +27.9% | -39.8% | -15.4% |
| YTD | +8.9% | +20.7% | -11.7% | +5.1% |
| 1Y | +14.0% | +31.4% | -17.5% | +8.5% |
| 3Y | +100.5% | +41.8% | +58.7% | +86.2% |
| 5Y | +179.5% | +183.7% | -4.2% | +131.7% |
| 10Y | +272.7% | +592.9% | -320.1% | +163.9% |
| All | +5,134.9% | +11,891.0% | -6,756.1% | +2,170.9% |
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 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