+184.1%
VRTX vs STZ
-33.3%
+217.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.1% |
| 30D | +12.6% | -1.9% | +14.5% | +12.8% |
| 3M | +23.6% | -6.2% | +29.9% | +24.5% |
| 6M | +14.3% | -14.0% | +28.3% | +16.5% |
| YTD | +20.5% | -5.1% | +25.6% | +19.3% |
| 1Y | +37.6% | -9.6% | +47.2% | +37.6% |
| 3Y | +55.5% | -47.2% | +102.8% | +75.8% |
| All | +184.1% | -33.3% | +217.4% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling