+33.8%
VRTX vs STT
+74.0%
-40.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -1.9% | -2.9% |
| 7D | -3.4% | +2.2% | -5.6% | -3.8% |
| 30D | +6.6% | +3.9% | +2.7% | +5.7% |
| 3M | +19.4% | +19.2% | +0.2% | +14.8% |
| 6M | +15.8% | +60.4% | -44.6% | +4.2% |
| YTD | +16.7% | +51.5% | -34.8% | +5.3% |
| 1Y | +33.8% | +76.3% | -42.5% | +16.6% |
| All | +33.8% | +74.0% | -40.1% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling