+54.0%
VRTX vs SN
+650.0%
-596.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.5% |
| 7D | 0.0% | +1.4% | -1.4% | -0.1% |
| 30D | +11.8% | +16.6% | -4.8% | +10.1% |
| 3M | +3.2% | +18.3% | -15.1% | +1.4% |
| 6M | +21.0% | +103.1% | -82.0% | +12.9% |
| YTD | +19.7% | +96.7% | -77.0% | +11.7% |
| 1Y | +25.0% | +134.3% | -109.4% | +14.9% |
| 3Y | +45.2% | +425.2% | -380.0% | +24.3% |
| All | +54.0% | +650.0% | -596.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling