+512.8%
VRTX vs SNAP
-79.0%
+591.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.6% |
| 7D | -0.4% | -7.3% | +6.9% | 0.0% |
| 30D | +8.0% | -18.9% | +26.9% | +9.4% |
| 3M | +11.0% | -5.3% | +16.3% | +11.1% |
| 6M | +28.2% | -16.9% | +45.1% | +29.0% |
| YTD | +21.5% | -37.4% | +58.9% | +24.2% |
| 1Y | +34.5% | -38.5% | +73.0% | +37.6% |
| 3Y | +49.5% | -55.1% | +104.5% | +51.5% |
| 5Y | +188.3% | -90.8% | +279.1% | +211.7% |
| All | +512.8% | -79.0% | +591.8% | +462.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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