+70.8%
SAP vs VRTX
+183.5%
-112.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -5.0% | -4.3% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | +11.1% | +8.2% | +2.9% | +9.4% |
| 3M | +17.0% | +13.0% | +4.0% | +14.3% |
| 6M | +34.8% | +27.9% | +6.9% | +28.7% |
| YTD | -2.2% | +20.7% | -22.9% | -6.0% |
| 1Y | -6.4% | +31.4% | -37.9% | -11.5% |
| 3Y | +75.1% | +41.8% | +33.3% | +58.4% |
| All | +70.8% | +183.5% | -112.7% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling