-19.5%
SAP vs VRTX
+37.4%
-56.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.5% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +9.0% | +12.6% | -3.6% | +6.7% |
| 3M | +14.9% | +23.6% | -8.7% | +11.6% |
| 6M | +11.9% | +14.3% | -2.4% | +9.9% |
| YTD | -9.9% | +20.5% | -30.4% | -12.5% |
| 1Y | -19.5% | +37.6% | -57.1% | -24.2% |
| All | -19.5% | +37.4% | -56.9% | -24.2% |
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