+37.6%
VRTX vs STLA
-38.0%
+75.6%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.2% |
| 7D | +0.8% | +2.6% | -1.8% | +0.6% |
| 30D | +12.6% | -1.2% | +13.9% | +12.6% |
| 3M | +23.6% | -24.8% | +48.4% | +25.5% |
| 6M | +14.3% | -25.6% | +39.8% | +16.1% |
| YTD | +20.5% | -48.9% | +69.4% | +25.0% |
| 1Y | +37.6% | -38.8% | +76.4% | +37.3% |
| All | +37.6% | -38.0% | +75.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling