+3,676.0%
STX vs VRTX
+452.7%
+3,223.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.2% | +9.6% | +7.3% |
| 7D | +10.7% | -3.4% | +14.2% | +11.6% |
| 30D | +11.3% | +6.6% | +4.7% | +9.0% |
| 3M | +3.2% | +19.4% | -16.2% | -2.6% |
| 6M | +157.0% | +15.8% | +141.2% | +143.8% |
| YTD | +229.2% | +16.7% | +212.5% | +212.2% |
| 1Y | +381.8% | +33.8% | +348.0% | +338.3% |
| 3Y | +1,383.2% | +54.2% | +1,329.0% | +1,164.4% |
| 5Y | +1,144.9% | +176.4% | +968.5% | +786.3% |
| 10Y | +3,676.0% | +443.5% | +3,232.5% | +2,207.7% |
| All | +3,676.0% | +452.7% | +3,223.3% | +2,207.7% |
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