+12,057.6%
VRTX vs STT
+4,903.5%
+7,154.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -2.1% | -2.5% | +0.4% | -1.4% |
| 30D | +8.2% | -5.0% | +13.2% | +9.7% |
| 3M | +13.0% | -10.5% | +23.5% | +16.5% |
| 6M | +27.9% | +10.0% | +17.9% | +23.8% |
| YTD | +20.7% | +30.7% | -10.0% | +10.5% |
| 1Y | +31.4% | +43.8% | -12.3% | +16.9% |
| 3Y | +41.8% | +168.1% | -126.3% | +2.8% |
| 5Y | +183.7% | +101.4% | +82.3% | +115.8% |
| 10Y | +592.9% | +211.3% | +381.6% | +326.4% |
| All | +12,057.6% | +4,903.5% | +7,154.1% | +2,392.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling