+68.4%
SAP vs VRTX
+44.3%
+24.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +0.6% | -1.6% | +2.2% | +0.8% |
| 30D | +6.5% | +8.0% | -1.5% | +5.4% |
| 3M | +12.2% | +4.3% | +8.0% | +11.6% |
| 6M | +46.1% | +18.9% | +27.2% | +43.0% |
| YTD | -1.6% | +18.8% | -20.4% | -3.8% |
| 1Y | -5.1% | +24.0% | -29.1% | -7.7% |
| 3Y | +68.4% | +42.1% | +26.2% | +61.3% |
| All | +68.4% | +44.3% | +24.0% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling