+15.7%
STM vs VRTX
+54.9%
-39.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +2.4% |
| 7D | +5.8% | +0.8% | +5.0% | +5.6% |
| 30D | -1.0% | +12.6% | -13.6% | -4.0% |
| 3M | -33.3% | +23.6% | -56.9% | -37.2% |
| 6M | +57.4% | +14.3% | +43.1% | +51.2% |
| YTD | +102.2% | +20.5% | +81.7% | +90.9% |
| 1Y | +99.6% | +37.6% | +62.0% | +81.6% |
| All | +15.7% | +54.9% | -39.1% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling