+471.3%
VRTX vs STT
+269.9%
+201.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | +12.6% | +3.9% | +8.8% | +11.5% |
| 3M | +23.6% | +20.0% | +3.7% | +18.1% |
| 6M | +14.3% | +55.3% | -41.0% | +2.5% |
| YTD | +20.5% | +53.3% | -32.9% | +8.1% |
| 1Y | +37.6% | +74.7% | -37.1% | +19.5% |
| 3Y | +55.5% | +205.8% | -150.3% | +16.3% |
| 5Y | +175.7% | +145.0% | +30.7% | +110.7% |
| All | +471.3% | +269.9% | +201.4% | +215.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling