+184.1%
VRTX vs STLA
-62.4%
+246.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.5% |
| 30D | +12.6% | -1.2% | +13.9% | +12.7% |
| 3M | +23.6% | -24.8% | +48.4% | +27.4% |
| 6M | +14.3% | -25.6% | +39.8% | +17.7% |
| YTD | +20.5% | -48.9% | +69.4% | +29.0% |
| 1Y | +37.6% | -38.8% | +76.4% | +43.1% |
| 3Y | +55.5% | -64.5% | +120.1% | +71.1% |
| All | +184.1% | -62.4% | +246.5% | +196.4% |
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 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