+456.3%
VRTX vs SAN
+329.5%
+126.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -6.4% | -0.5% | -5.9% | -6.3% |
| 30D | -0.5% | -0.1% | -0.5% | -0.6% |
| 3M | +16.9% | +19.6% | -2.7% | +13.2% |
| 6M | +13.1% | +32.7% | -19.6% | +7.3% |
| YTD | +14.9% | +26.7% | -11.7% | +9.6% |
| 1Y | +31.4% | +51.6% | -20.2% | +21.2% |
| 3Y | +51.9% | +348.7% | -296.8% | +13.5% |
| 5Y | +177.1% | +378.7% | -201.7% | +98.8% |
| 10Y | +456.3% | +336.9% | +119.3% | +282.0% |
| All | +456.3% | +329.5% | +126.7% | +282.0% |
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