+489.0%
VRTX vs STZ
+9.8%
+479.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -2.1% | +4.9% | -7.0% | -3.2% |
| 30D | +8.2% | +20.9% | -12.7% | +3.4% |
| 3M | +13.0% | +8.0% | +5.0% | +10.7% |
| 6M | +27.9% | -5.3% | +33.2% | +28.8% |
| YTD | +20.7% | +5.9% | +14.7% | +16.9% |
| 1Y | +31.4% | +14.2% | +17.2% | +24.6% |
| 3Y | +41.8% | -37.0% | +78.8% | +55.5% |
| 5Y | +183.7% | -29.7% | +213.4% | +198.8% |
| All | +489.0% | +9.8% | +479.2% | +435.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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