+11,868.9%
VRTX vs SYY
+3,070.0%
+8,798.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | +8.0% | -4.8% | +12.8% | +9.4% |
| 3M | +4.3% | -7.1% | +11.4% | +6.2% |
| 6M | +18.9% | +6.8% | +12.1% | +16.6% |
| YTD | +18.8% | +7.7% | +11.1% | +15.2% |
| 1Y | +24.0% | +5.7% | +18.3% | +20.7% |
| 3Y | +42.1% | +24.6% | +17.6% | +31.3% |
| 5Y | +187.6% | +15.6% | +171.9% | +168.5% |
| 10Y | +485.4% | +87.9% | +397.5% | +335.1% |
| All | +11,868.9% | +3,070.0% | +8,798.9% | +4,897.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling