+27.4%
VRTX vs STLA
-61.0%
+88.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.4% | +0.1% |
| 7D | -0.4% | -11.6% | +11.2% | +0.4% |
| 30D | +7.9% | -6.2% | +14.1% | +8.3% |
| 3M | +3.3% | -24.6% | +27.9% | +4.9% |
| 6M | +25.7% | -44.9% | +70.6% | +29.3% |
| YTD | +20.7% | -62.3% | +82.9% | +25.4% |
| 1Y | +27.4% | -61.8% | +89.3% | +31.2% |
| All | +27.4% | -61.0% | +88.5% | +31.2% |
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