-95.8%
SNDQ vs VRTX
+18.2%
-114.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | 0.0% |
| 7D | -26.2% | -6.4% | -19.8% | -13.8% |
| 30D | -60.2% | -0.5% | -59.6% | -58.7% |
| 3M | -80.4% | +16.9% | -97.3% | -83.2% |
| All | -95.8% | +18.2% | -114.1% | -96.6% |
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 · Available span rolling