+41.8%
VRTX vs SAN
+235.5%
-193.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.1% |
| 7D | -2.1% | +4.9% | -7.0% | -2.7% |
| 30D | +8.2% | -13.0% | +21.2% | +10.0% |
| 3M | +13.0% | -18.9% | +31.9% | +15.9% |
| 6M | +27.9% | -4.1% | +32.1% | +28.3% |
| YTD | +20.7% | +2.6% | +18.1% | +19.6% |
| 1Y | +31.4% | +16.9% | +14.5% | +28.6% |
| 3Y | +41.8% | +239.1% | -197.2% | +24.9% |
| All | +41.8% | +235.5% | -193.7% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling