+56.8%
VRTX vs STZ
-47.3%
+104.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | +0.8% | -1.9% | +2.7% | +1.0% |
| 30D | +12.6% | -1.9% | +14.5% | +12.7% |
| 3M | +23.6% | -6.2% | +29.9% | +24.0% |
| 6M | +14.3% | -14.0% | +28.3% | +15.3% |
| YTD | +20.5% | -5.1% | +25.6% | +19.1% |
| 1Y | +37.6% | -9.6% | +47.2% | +36.8% |
| All | +56.8% | -47.3% | +104.1% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling