+1,808.6%
STM vs VRTX
+8,481.8%
-6,673.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.2% |
| 7D | -10.7% | -2.1% | -8.6% | -10.4% |
| 30D | -25.7% | +8.2% | -33.9% | -27.2% |
| 3M | -21.6% | +13.0% | -34.6% | -24.1% |
| 6M | -27.8% | +27.9% | -55.7% | -32.4% |
| YTD | +61.8% | +20.7% | +41.1% | +53.2% |
| 1Y | +78.1% | +31.4% | +46.7% | +65.4% |
| 3Y | +4.9% | +41.8% | -36.9% | -5.7% |
| 5Y | -14.3% | +183.7% | -197.9% | -34.5% |
| 10Y | +414.1% | +592.9% | -178.8% | +217.2% |
| All | +1,808.6% | +8,481.8% | -6,673.2% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling