+443.5%
VRTX vs STZ
-14.3%
+457.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.5% | -1.9% |
| 7D | -3.4% | -7.4% | +4.0% | -1.8% |
| 30D | +6.6% | -10.9% | +17.5% | +9.2% |
| 3M | +19.4% | -13.4% | +32.8% | +22.9% |
| 6M | +15.8% | -16.2% | +32.0% | +19.6% |
| YTD | +16.7% | -10.4% | +27.1% | +17.7% |
| 1Y | +33.8% | -14.8% | +48.6% | +36.5% |
| 3Y | +54.2% | -50.1% | +104.3% | +78.2% |
| 5Y | +176.4% | -38.8% | +215.2% | +199.7% |
| 10Y | +443.5% | -14.1% | +457.6% | +415.0% |
| All | +443.5% | -14.3% | +457.8% | +415.0% |
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