+2,071.0%
STX vs VRTX
+519.5%
+1,551.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.1% | +9.6% |
| 7D | -14.8% | -0.4% | -14.3% | -14.7% |
| 30D | -35.4% | +8.0% | -43.4% | -36.7% |
| 3M | -37.7% | +11.0% | -48.7% | -39.7% |
| 6M | -35.2% | +28.2% | -63.4% | -40.1% |
| YTD | +84.4% | +21.5% | +62.9% | +72.8% |
| 1Y | +82.3% | +34.5% | +47.7% | +65.8% |
| 3Y | +646.2% | +49.5% | +596.8% | +542.5% |
| 5Y | +487.4% | +188.3% | +299.1% | +313.9% |
| 10Y | +2,071.0% | +493.1% | +1,577.9% | +1,219.7% |
| All | +2,071.0% | +519.5% | +1,551.5% | +1,219.7% |
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