+5,913.9%
WMB vs VRTX
+11,869.8%
-5,955.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.3% | +0.4% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +3.3% | +12.6% | -9.4% | +1.4% |
| 3M | +3.1% | +23.6% | -20.5% | -0.3% |
| 6M | -0.7% | +14.3% | -15.0% | -3.0% |
| YTD | +25.2% | +20.5% | +4.7% | +21.1% |
| 1Y | +32.9% | +37.6% | -4.7% | +25.8% |
| 3Y | +140.6% | +55.5% | +85.0% | +120.6% |
| 5Y | +273.5% | +175.7% | +97.7% | +211.4% |
| 10Y | +334.2% | +474.2% | -140.0% | +216.2% |
| All | +5,913.9% | +11,869.8% | -5,955.9% | +2,514.8% |
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