+421.1%
WMT vs VRTX
+450.9%
-29.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -2.5% | -7.8% | +5.3% | -1.3% |
| 30D | -6.4% | -2.8% | -3.6% | -6.0% |
| 3M | -12.1% | +18.1% | -30.2% | -14.4% |
| 6M | -15.0% | +3.1% | -18.0% | -15.5% |
| YTD | -4.5% | +13.5% | -18.0% | -6.6% |
| 1Y | +6.2% | +32.4% | -26.2% | +1.4% |
| 3Y | +99.9% | +50.0% | +49.9% | +84.2% |
| 5Y | +131.4% | +172.9% | -41.4% | +92.0% |
| All | +421.1% | +450.9% | -29.8% | +327.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling