+16,011.1%
STX vs VRTX
+3,236.1%
+12,775.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.5% | +6.8% |
| 7D | +2.4% | +0.8% | +1.5% | +2.1% |
| 30D | +1.4% | +12.6% | -11.3% | -1.5% |
| 3M | -8.2% | +23.6% | -31.8% | -12.9% |
| 6M | +127.0% | +14.3% | +112.7% | +118.5% |
| YTD | +209.1% | +20.5% | +188.7% | +194.6% |
| 1Y | +365.4% | +37.6% | +327.8% | +329.7% |
| 3Y | +1,135.4% | +55.5% | +1,079.8% | +993.7% |
| 5Y | +991.5% | +175.7% | +815.8% | +748.9% |
| 10Y | +3,695.8% | +474.2% | +3,221.6% | +2,353.2% |
| All | +16,011.1% | +3,236.1% | +12,775.0% | +4,662.9% |
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