+177.1%
VRTX vs SYY
+22.4%
+154.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -2.0% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -0.5% | -2.7% | +2.2% | +0.1% |
| 3M | +16.9% | +5.9% | +11.0% | +15.3% |
| 6M | +13.1% | -2.3% | +15.4% | +13.2% |
| YTD | +14.9% | +13.1% | +1.9% | +10.4% |
| 1Y | +31.4% | +3.8% | +27.7% | +29.3% |
| 3Y | +51.9% | +26.7% | +25.2% | +39.6% |
| 5Y | +177.1% | +19.4% | +157.6% | +166.6% |
| All | +177.1% | +22.4% | +154.7% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling