+42.1%
VRTX vs STLA
-77.1%
+119.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.6% | -13.8% | +12.2% | -0.2% |
| 30D | +8.0% | -10.5% | +18.6% | +9.1% |
| 3M | +4.3% | -28.9% | +33.2% | +7.3% |
| 6M | +18.9% | -49.7% | +68.6% | +25.9% |
| YTD | +18.8% | -64.9% | +83.7% | +29.3% |
| 1Y | +24.0% | -64.0% | +88.0% | +34.4% |
| 3Y | +42.1% | -77.4% | +119.6% | +57.3% |
| All | +42.1% | -77.1% | +119.3% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling