-4.6%
STM vs VRTX
+187.6%
-192.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +12.0% | -1.6% | +13.6% | +12.5% |
| 30D | -0.4% | +8.0% | -8.4% | -2.8% |
| 3M | -13.2% | +4.3% | -17.5% | -14.7% |
| 6M | -26.1% | +18.9% | -45.0% | -30.8% |
| YTD | +81.2% | +18.8% | +62.4% | +68.9% |
| 1Y | +98.3% | +24.0% | +74.4% | +82.2% |
| 3Y | +16.7% | +42.1% | -25.4% | -0.6% |
| All | -4.6% | +187.6% | -192.1% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling