+493.1%
VRTX vs SAN
+267.2%
+225.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.1% | -5.4% | -0.4% |
| 7D | -0.4% | +8.7% | -9.1% | -1.9% |
| 30D | +8.0% | -6.5% | +14.5% | +9.1% |
| 3M | +11.0% | -14.2% | +25.2% | +13.7% |
| 6M | +28.2% | +2.7% | +25.4% | +27.0% |
| YTD | +21.5% | +8.9% | +12.6% | +18.7% |
| 1Y | +34.5% | +23.4% | +11.1% | +28.5% |
| 3Y | +49.5% | +257.9% | -208.5% | +16.4% |
| 5Y | +188.3% | +297.8% | -109.5% | +114.2% |
| 10Y | +493.1% | +259.6% | +233.5% | +324.2% |
| All | +493.1% | +267.2% | +225.9% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling