+27.4%
WMT vs VRTX
+31.2%
-3.8%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | 0.0% | +2.7% |
| 7D | +8.8% | +3.7% | +5.1% | +7.9% |
| 30D | +22.9% | +9.0% | +13.9% | +20.6% |
| 3M | +16.1% | +14.7% | +1.4% | +13.0% |
| 6M | -0.5% | +27.7% | -28.2% | -5.6% |
| YTD | +16.7% | +21.1% | -4.4% | +12.0% |
| 1Y | +27.4% | +30.2% | -2.8% | +20.8% |
| All | +27.4% | +31.2% | -3.8% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling