+422.5%
STM vs VRTX
+519.5%
-97.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -14.4% | +8.0% | -22.4% | -17.0% |
| 3M | -20.5% | +11.0% | -31.5% | -24.0% |
| 6M | -24.5% | +28.2% | -52.7% | -32.1% |
| YTD | +72.7% | +21.5% | +51.2% | +57.8% |
| 1Y | +91.0% | +34.5% | +56.5% | +67.9% |
| 3Y | +13.5% | +49.5% | -36.0% | -7.3% |
| 5Y | -9.2% | +188.3% | -197.5% | -44.1% |
| 10Y | +422.5% | +493.1% | -70.6% | +197.8% |
| All | +422.5% | +519.5% | -97.0% | +197.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling