+3,247.8%
VRTX vs SNY
+241.5%
+3,006.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -7.8% | -3.6% | -4.1% | -6.1% |
| 30D | -2.8% | -1.9% | -0.9% | -1.9% |
| 3M | +18.1% | -2.0% | +20.0% | +19.1% |
| 6M | +3.1% | +2.5% | +0.5% | +1.5% |
| YTD | +13.5% | -7.0% | +20.5% | +16.7% |
| 1Y | +32.4% | -4.4% | +36.8% | +33.9% |
| 3Y | +50.0% | -8.4% | +58.4% | +49.0% |
| 5Y | +172.9% | +9.5% | +163.3% | +142.4% |
| 10Y | +449.3% | +64.3% | +385.0% | +292.3% |
| All | +3,247.8% | +241.5% | +3,006.3% | +1,440.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling