+188.2%
VRTX vs STLA
-74.6%
+262.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.6% | -13.8% | +12.2% | +0.1% |
| 30D | +8.0% | -10.5% | +18.6% | +9.3% |
| 3M | +4.3% | -28.9% | +33.2% | +8.2% |
| 6M | +18.9% | -49.7% | +68.6% | +28.2% |
| YTD | +18.8% | -64.9% | +83.7% | +32.7% |
| 1Y | +24.0% | -64.0% | +88.0% | +37.9% |
| 3Y | +42.1% | -77.4% | +119.6% | +65.4% |
| All | +188.2% | -74.6% | +262.8% | +228.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling