+99.6%
STM vs VRTX
+37.4%
+62.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.2% |
| 7D | +5.8% | +0.8% | +5.0% | +5.7% |
| 30D | -1.0% | +12.6% | -13.6% | -3.0% |
| 3M | -33.3% | +23.6% | -56.9% | -36.6% |
| 6M | +57.4% | +14.3% | +43.1% | +54.3% |
| YTD | +102.2% | +20.5% | +81.7% | +91.1% |
| 1Y | +99.6% | +37.6% | +62.0% | +82.1% |
| All | +99.6% | +37.4% | +62.2% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 VRTX 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