+493.1%
VRTX vs STT
+211.9%
+281.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.0% | -2.3% | +10.3% | +8.5% |
| 3M | +11.0% | -7.0% | +18.0% | +12.7% |
| 6M | +28.2% | +15.5% | +12.7% | +23.5% |
| YTD | +21.5% | +35.6% | -14.1% | +12.5% |
| 1Y | +34.5% | +47.9% | -13.3% | +22.1% |
| 3Y | +49.5% | +181.1% | -131.6% | +15.2% |
| 5Y | +188.3% | +108.2% | +80.1% | +131.7% |
| 10Y | +493.1% | +201.0% | +292.1% | +316.8% |
| All | +493.1% | +211.9% | +281.2% | +316.8% |
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