+5,620.1%
SNPS vs VRTX
+8,832.1%
-3,212.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.2% |
| 7D | -3.7% | -2.1% | -1.6% | -3.4% |
| 30D | -10.4% | +8.2% | -18.6% | -11.6% |
| 3M | +11.0% | +13.0% | -2.1% | +8.5% |
| 6M | -10.7% | +27.9% | -38.6% | -14.5% |
| YTD | -4.1% | +20.7% | -24.8% | -7.5% |
| 1Y | +13.7% | +31.4% | -17.7% | +8.2% |
| 3Y | -8.1% | +41.8% | -49.9% | -14.2% |
| 5Y | +32.2% | +183.7% | -151.5% | +10.6% |
| 10Y | +681.4% | +592.9% | +88.5% | +468.1% |
| All | +5,620.1% | +8,832.1% | -3,212.0% | +1,760.1% |
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