+176.2%
SAP vs VRTX
+452.7%
-276.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | -0.3% | -3.4% | +3.2% | +0.5% |
| 30D | +2.6% | +6.6% | -4.0% | +1.0% |
| 3M | +16.3% | +19.4% | -3.1% | +11.5% |
| 6M | +6.4% | +15.8% | -9.4% | +2.4% |
| YTD | -11.4% | +16.7% | -28.1% | -15.0% |
| 1Y | -20.4% | +33.8% | -54.2% | -26.2% |
| 3Y | +56.5% | +54.2% | +2.3% | +36.1% |
| 5Y | +56.8% | +176.4% | -119.6% | +15.3% |
| 10Y | +176.2% | +443.5% | -267.3% | +96.5% |
| All | +176.2% | +452.7% | -276.5% | +96.5% |
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