-15.6%
SNPS vs VRTX
+54.9%
-70.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.9% |
| 7D | -11.0% | +0.8% | -11.8% | -11.2% |
| 30D | -1.7% | +12.6% | -14.4% | -4.8% |
| 3M | -20.4% | +23.6% | -44.0% | -25.0% |
| 6M | -8.6% | +14.3% | -22.9% | -12.2% |
| YTD | -16.2% | +20.5% | -36.6% | -20.9% |
| 1Y | -34.6% | +37.6% | -72.2% | -40.5% |
| All | -15.6% | +54.9% | -70.5% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling