+12,056.2%
VRTX vs SYY
+3,063.4%
+8,992.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +7.9% | -2.2% | +10.1% | +8.5% |
| 3M | +3.3% | -8.0% | +11.3% | +5.5% |
| 6M | +25.7% | +7.5% | +18.2% | +23.1% |
| YTD | +20.7% | +7.4% | +13.2% | +17.0% |
| 1Y | +27.4% | +4.9% | +22.6% | +24.4% |
| 3Y | +46.4% | +24.1% | +22.3% | +35.4% |
| 5Y | +194.3% | +13.4% | +180.9% | +176.2% |
| 10Y | +494.6% | +87.5% | +407.1% | +342.2% |
| All | +12,056.2% | +3,063.4% | +8,992.8% | +4,979.0% |
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