+5.0%
SYK vs VRTX
+170.7%
-165.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -12.3% | -7.8% | -4.6% | -10.7% |
| 30D | -22.4% | -2.8% | -19.6% | -21.9% |
| 3M | -12.3% | +18.1% | -30.4% | -15.3% |
| 6M | -24.3% | +3.1% | -27.4% | -24.9% |
| YTD | -22.8% | +13.5% | -36.3% | -25.0% |
| 1Y | -28.8% | +32.4% | -61.2% | -33.2% |
| 3Y | -4.0% | +50.0% | -54.0% | -15.9% |
| All | +5.0% | +170.7% | -165.7% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling