+12,057.6%
VRTX vs SAN
+1,821.7%
+10,235.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.5% |
| 7D | -2.1% | +4.9% | -7.0% | -3.6% |
| 30D | +8.2% | -13.0% | +21.2% | +12.7% |
| 3M | +13.0% | -18.9% | +31.9% | +20.1% |
| 6M | +27.9% | -4.1% | +32.1% | +28.5% |
| YTD | +20.7% | +2.6% | +18.1% | +17.6% |
| 1Y | +31.4% | +16.9% | +14.5% | +22.7% |
| 3Y | +41.8% | +239.1% | -197.2% | -8.8% |
| 5Y | +183.7% | +266.8% | -83.2% | +70.3% |
| 10Y | +592.9% | +246.0% | +346.8% | +280.9% |
| All | +12,057.6% | +1,821.7% | +10,235.9% | +3,251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling