+494.6%
VRTX vs Z
-14.8%
+509.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.4% |
| 7D | -0.4% | -13.1% | +12.7% | +1.2% |
| 30D | +7.9% | +5.9% | +2.0% | +6.9% |
| 3M | +3.3% | -13.7% | +17.0% | +4.6% |
| 6M | +25.7% | -27.1% | +52.8% | +29.5% |
| YTD | +20.7% | -56.8% | +77.5% | +31.6% |
| 1Y | +27.4% | -60.2% | +87.7% | +40.3% |
| 3Y | +46.4% | -19.7% | +66.1% | +45.1% |
| 5Y | +194.3% | -53.7% | +248.0% | +201.2% |
| 10Y | +494.6% | -16.9% | +511.5% | +360.4% |
| All | +494.6% | -14.8% | +509.4% | +360.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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