+3,358.2%
VRTX vs STLD
+7,971.8%
-4,613.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.6% | +6.4% | +0.7% |
| 7D | +0.5% | -12.5% | +12.9% | +3.7% |
| 30D | +8.0% | -6.8% | +14.8% | +9.7% |
| 3M | +11.9% | -16.4% | +28.3% | +16.2% |
| 6M | +27.8% | -6.1% | +34.0% | +28.4% |
| YTD | +19.7% | +32.0% | -12.3% | +9.9% |
| 1Y | +30.1% | +45.5% | -15.4% | +16.5% |
| 3Y | +44.2% | +106.5% | -62.3% | +14.8% |
| 5Y | +181.3% | +267.2% | -85.9% | +84.7% |
| 10Y | +587.1% | +878.9% | -291.8% | +216.9% |
| All | +3,358.2% | +7,971.8% | -4,613.6% | +398.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 all: compounded portfolio wealth divided by compounded STLD 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…
all analysis · Full analysis span regression · 6 months rolling