-7.2%
SYK vs VRTX
+49.8%
-57.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -12.3% | -7.8% | -4.6% | -11.1% |
| 30D | -22.4% | -2.8% | -19.6% | -22.0% |
| 3M | -12.3% | +18.1% | -30.4% | -14.3% |
| 6M | -24.3% | +3.1% | -27.4% | -24.8% |
| YTD | -22.8% | +13.5% | -36.3% | -24.3% |
| 1Y | -28.8% | +32.4% | -61.2% | -31.6% |
| All | -7.2% | +49.8% | -57.1% | -14.4% |
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