+222.9%
SAP vs VRTX
+519.5%
-296.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +1.6% | -0.4% | +2.0% | +1.7% |
| 30D | +10.5% | +8.0% | +2.5% | +8.5% |
| 3M | +15.2% | +11.0% | +4.1% | +12.2% |
| 6M | +36.7% | +28.2% | +8.5% | +28.5% |
| YTD | -0.6% | +21.5% | -22.1% | -5.7% |
| 1Y | -4.1% | +34.5% | -38.7% | -11.4% |
| 3Y | +73.2% | +49.5% | +23.8% | +51.6% |
| 5Y | +74.1% | +188.3% | -114.2% | +25.7% |
| 10Y | +222.9% | +493.1% | -270.2% | +118.3% |
| All | +222.9% | +519.5% | -296.6% | +118.3% |
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