+2,233.8%
SAP vs VRTX
+5,361.2%
-3,127.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.6% |
| 3M | +14.9% | +23.6% | -8.7% | +10.4% |
| 6M | +11.9% | +14.3% | -2.4% | +8.7% |
| YTD | -9.9% | +20.5% | -30.4% | -13.4% |
| 1Y | -19.5% | +37.6% | -57.1% | -24.6% |
| 3Y | +61.8% | +55.5% | +6.3% | +45.5% |
| 5Y | +56.2% | +175.7% | -119.6% | +25.0% |
| 10Y | +180.6% | +474.2% | -293.6% | +90.0% |
| All | +2,233.8% | +5,361.2% | -3,127.4% | +583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling