+33.8%
VRTX vs STLA
-40.1%
+73.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.9% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | +6.6% | -2.4% | +9.0% | +6.7% |
| 3M | +19.4% | -23.9% | +43.3% | +21.2% |
| 6M | +15.8% | -24.6% | +40.4% | +17.7% |
| YTD | +16.7% | -50.5% | +67.2% | +21.4% |
| 1Y | +33.8% | -39.8% | +73.7% | +33.9% |
| All | +33.8% | -40.1% | +73.9% | +33.9% |
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