+41.8%
VRTX vs STLA
-74.0%
+115.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -2.1% | -4.5% | +2.4% | -1.7% |
| 30D | +8.2% | -3.9% | +12.1% | +8.5% |
| 3M | +13.0% | -20.2% | +33.2% | +15.1% |
| 6M | +27.9% | -42.2% | +70.1% | +33.9% |
| YTD | +20.7% | -59.3% | +80.0% | +29.8% |
| 1Y | +31.4% | -56.1% | +87.5% | +40.0% |
| 3Y | +41.8% | -73.7% | +115.5% | +50.4% |
| All | +41.8% | -74.0% | +115.9% | +50.4% |
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