+11,653.3%
VRTX vs SU
+209,523.1%
-197,869.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.2% |
| 7D | -3.4% | -1.0% | -2.5% | -3.4% |
| 30D | +6.6% | +13.7% | -7.1% | +6.6% |
| 3M | +19.4% | +8.0% | +11.4% | +19.4% |
| 6M | +15.8% | +21.0% | -5.2% | +15.8% |
| YTD | +16.7% | +56.2% | -39.6% | +16.6% |
| 1Y | +33.8% | +72.2% | -38.4% | +33.8% |
| 3Y | +54.2% | +118.1% | -63.9% | +54.1% |
| 5Y | +176.4% | +350.3% | -173.9% | +176.1% |
| 10Y | +443.5% | +248.5% | +195.1% | +442.9% |
| All | +11,653.3% | +209,523.1% | -197,869.8% | +11,800.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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