+493.1%
VRTX vs STLA
+21.0%
+472.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.4% | -6.4% | +5.9% | +0.6% |
| 30D | +8.0% | -1.3% | +9.3% | +8.0% |
| 3M | +11.0% | -19.9% | +31.0% | +14.5% |
| 6M | +28.2% | -42.9% | +71.1% | +39.1% |
| YTD | +21.5% | -59.4% | +80.9% | +37.9% |
| 1Y | +34.5% | -56.8% | +91.4% | +50.9% |
| 3Y | +49.5% | -73.1% | +122.5% | +77.2% |
| 5Y | +188.3% | -70.1% | +258.4% | +226.4% |
| 10Y | +493.1% | +19.8% | +473.3% | +440.3% |
| All | +493.1% | +21.0% | +472.1% | +440.3% |
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