+32.8%
SNOW vs VRTX
+101.5%
-68.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.8% |
| 7D | +2.8% | +0.8% | +2.0% | +2.6% |
| 30D | +6.4% | +12.6% | -6.2% | +3.0% |
| 3M | +38.1% | +23.6% | +14.5% | +29.9% |
| 6M | +100.4% | +14.3% | +86.1% | +92.1% |
| YTD | +53.7% | +20.5% | +33.3% | +45.2% |
| 1Y | +52.0% | +37.6% | +14.4% | +38.6% |
| 3Y | +114.7% | +55.5% | +59.1% | +84.5% |
| 5Y | +8.8% | +175.7% | -167.0% | -17.6% |
| All | +32.8% | +101.5% | -68.7% | +3.6% |
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 · 6 months rolling