+426.7%
VRTX vs SNY
+64.5%
+362.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -5.6% | -3.3% | -2.3% | -4.2% |
| 30D | -2.0% | -2.2% | +0.2% | -1.0% |
| 3M | +15.8% | -3.0% | +18.9% | +17.3% |
| 6M | +4.7% | +2.7% | +1.9% | +3.2% |
| YTD | +13.7% | -6.8% | +20.5% | +16.6% |
| 1Y | +29.7% | -5.3% | +35.0% | +31.6% |
| 3Y | +48.4% | -9.8% | +58.2% | +48.9% |
| 5Y | +173.3% | +9.7% | +163.7% | +139.3% |
| All | +426.7% | +64.5% | +362.2% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling