+4,597.6%
WMT vs VRTX
+11,869.8%
-7,272.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.0% |
| 7D | +3.9% | +0.8% | +3.1% | +3.9% |
| 30D | -4.4% | +12.6% | -17.0% | -5.2% |
| 3M | -8.8% | +23.6% | -32.4% | -10.2% |
| 6M | -15.6% | +14.3% | -29.9% | -16.5% |
| YTD | -3.2% | +20.5% | -23.7% | -4.6% |
| 1Y | +7.0% | +37.6% | -30.5% | +4.5% |
| 3Y | +105.3% | +55.5% | +49.8% | +97.5% |
| 5Y | +129.3% | +175.7% | -46.5% | +111.1% |
| 10Y | +423.9% | +474.2% | -50.3% | +354.2% |
| All | +4,597.6% | +11,869.8% | -7,272.2% | +2,635.7% |
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 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