+29.9%
VRTX vs STZ
+14.2%
+15.7%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -2.1% | +4.9% | -7.0% | -2.0% |
| 30D | +8.2% | +20.9% | -12.7% | +9.4% |
| 3M | +13.0% | +8.0% | +5.0% | +13.2% |
| 6M | +27.9% | -5.3% | +33.2% | +26.3% |
| YTD | +20.7% | +5.9% | +14.7% | +19.0% |
| All | +29.9% | +14.2% | +15.7% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling