+27.6%
VRTX vs SN
+139.6%
-112.0%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +3.2% | +7.6% | -4.3% | +2.0% |
| 30D | +7.4% | +22.4% | -15.0% | +4.0% |
| 3M | +4.6% | +21.7% | -17.1% | +1.1% |
| 6M | +27.5% | +102.8% | -75.4% | +13.7% |
| YTD | +20.9% | +102.4% | -81.6% | +6.8% |
| All | +27.6% | +139.6% | -112.0% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling