+130.8%
WMT vs VRTX
+175.1%
-44.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -0.2% | -6.4% | +6.2% | +0.6% |
| 30D | -5.8% | -0.5% | -5.3% | -5.8% |
| 3M | -10.8% | +16.9% | -27.7% | -12.6% |
| 6M | -14.3% | +13.1% | -27.4% | -15.9% |
| YTD | -4.4% | +14.9% | -19.3% | -6.3% |
| 1Y | +4.3% | +31.4% | -27.1% | +0.6% |
| 3Y | +100.1% | +51.9% | +48.2% | +86.6% |
| 5Y | +130.8% | +177.1% | -46.2% | +110.6% |
| All | +130.8% | +175.1% | -44.3% | +110.6% |
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