-12.9%
SNPS vs VRTX
+44.3%
-57.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +1.1% | -1.6% | +2.6% | +1.4% |
| 30D | -5.2% | +8.0% | -13.2% | -6.9% |
| 3M | +10.6% | +4.3% | +6.3% | +9.2% |
| 6M | -10.6% | +18.9% | -29.5% | -15.0% |
| YTD | -3.1% | +18.8% | -21.9% | -8.2% |
| 1Y | +15.6% | +24.0% | -8.4% | +8.0% |
| 3Y | -12.9% | +42.1% | -55.1% | -19.6% |
| All | -12.9% | +44.3% | -57.3% | -19.6% |
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 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