+572.2%
SNPS vs VRTX
+449.2%
+123.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.5% |
| 7D | -5.5% | -3.4% | -2.1% | -4.4% |
| 30D | -5.8% | +6.6% | -12.4% | -7.9% |
| 3M | -17.2% | +19.4% | -36.6% | -22.2% |
| 6M | -10.4% | +15.8% | -26.2% | -15.3% |
| YTD | -16.5% | +16.7% | -33.2% | -21.5% |
| 1Y | -35.6% | +33.8% | -69.4% | -42.0% |
| 3Y | -14.6% | +54.2% | -68.8% | -28.8% |
| 5Y | +16.5% | +176.4% | -159.9% | -21.2% |
| All | +572.2% | +449.2% | +123.0% | +331.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling