+178.4%
WMT vs VRTX
+187.6%
-9.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.0% | -1.6% | +3.6% | +2.3% |
| 30D | +10.3% | +8.0% | +2.2% | +9.1% |
| 3M | +11.0% | +4.3% | +6.7% | +10.3% |
| 6M | -2.3% | +18.9% | -21.2% | -4.6% |
| YTD | +15.7% | +18.8% | -3.1% | +12.9% |
| 1Y | +26.0% | +24.0% | +2.0% | +22.3% |
| 3Y | +136.5% | +42.1% | +94.4% | +123.0% |
| All | +178.4% | +187.6% | -9.1% | +166.7% |
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