+46.4%
VTRS vs STZ
-37.6%
+84.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.2% |
| 7D | -2.2% | -4.5% | +2.3% | -0.7% |
| 30D | +3.3% | -8.6% | +11.9% | +6.3% |
| 3M | +2.0% | -13.8% | +15.8% | +6.8% |
| 6M | +19.9% | -17.2% | +37.1% | +26.6% |
| YTD | +35.7% | -9.4% | +45.1% | +36.8% |
| 1Y | +68.1% | -11.9% | +80.0% | +71.0% |
| 3Y | +87.1% | -49.6% | +136.7% | +133.2% |
| All | +46.4% | -37.6% | +84.0% | +59.5% |
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 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