+37.6%
VRTX vs SYY
+1.0%
+36.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.1% |
| 7D | +0.8% | -2.3% | +3.1% | +0.9% |
| 30D | +12.6% | -4.9% | +17.6% | +12.9% |
| 3M | +23.6% | +8.4% | +15.2% | +23.8% |
| 6M | +14.3% | -7.4% | +21.6% | +14.1% |
| YTD | +20.5% | +11.0% | +9.5% | +23.9% |
| 1Y | +37.6% | -0.2% | +37.8% | +42.6% |
| All | +37.6% | +1.0% | +36.6% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling