+474.7%
VRTX vs STLA
-3.1%
+477.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.2% |
| 7D | 0.0% | -13.1% | +13.1% | +2.2% |
| 30D | +11.8% | -13.3% | +25.1% | +14.2% |
| 3M | +3.2% | -27.9% | +31.1% | +8.2% |
| 6M | +21.0% | -47.8% | +68.9% | +33.4% |
| YTD | +19.7% | -64.6% | +84.2% | +38.9% |
| 1Y | +25.0% | -64.0% | +89.0% | +44.5% |
| 3Y | +45.2% | -76.8% | +122.1% | +76.7% |
| 5Y | +189.7% | -74.2% | +263.9% | +236.2% |
| All | +474.7% | -3.1% | +477.8% | +423.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling