+443.5%
VRTX vs STLA
+48.0%
+395.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.7% |
| 7D | -3.4% | +0.7% | -4.2% | -3.6% |
| 30D | +6.6% | -2.4% | +9.0% | +6.9% |
| 3M | +19.4% | -23.9% | +43.3% | +24.4% |
| 6M | +15.8% | -24.6% | +40.4% | +20.4% |
| YTD | +16.7% | -50.5% | +67.2% | +28.8% |
| 1Y | +33.8% | -39.8% | +73.7% | +41.9% |
| 3Y | +54.2% | -65.6% | +119.8% | +75.9% |
| 5Y | +176.4% | -62.1% | +238.5% | +201.4% |
| 10Y | +443.5% | +47.8% | +395.7% | +360.3% |
| All | +443.5% | +48.0% | +395.5% | +360.3% |
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