+33.8%
VRTX vs Z
-63.3%
+97.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.3% | -2.7% |
| 7D | -3.4% | -3.3% | -0.2% | -3.2% |
| 30D | +6.6% | -3.7% | +10.3% | +7.0% |
| 3M | +19.4% | -7.0% | +26.4% | +19.8% |
| 6M | +15.8% | -29.5% | +45.3% | +17.7% |
| YTD | +16.7% | -52.6% | +69.2% | +25.2% |
| 1Y | +33.8% | -64.0% | +97.8% | +46.5% |
| All | +33.8% | -63.3% | +97.1% | +46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling