+30.8%
VRTX vs STT
+46.6%
-15.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.6% |
| 30D | +8.0% | -2.3% | +10.3% | +8.3% |
| 3M | +11.0% | -7.5% | +18.5% | +12.3% |
| 6M | +28.2% | +14.9% | +13.3% | +23.1% |
| YTD | +21.5% | +34.9% | -13.4% | +10.1% |
| All | +30.8% | +46.6% | -15.8% | +15.6% |
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