+42.1%
VRTX vs STT
+182.6%
-140.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.6% | +4.8% | -6.3% | -2.4% |
| 30D | +8.0% | +3.9% | +4.1% | +7.2% |
| 3M | +4.3% | -8.2% | +12.4% | +5.8% |
| 6M | +18.9% | +15.6% | +3.3% | +15.0% |
| YTD | +18.8% | +37.6% | -18.8% | +10.4% |
| 1Y | +24.0% | +50.1% | -26.2% | +13.2% |
| 3Y | +42.1% | +183.1% | -140.9% | +15.2% |
| All | +42.1% | +182.6% | -140.5% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling