+42.1%
VRTX vs Z
-18.1%
+60.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.1% |
| 7D | -1.6% | +0.8% | -2.4% | -1.7% |
| 30D | +8.0% | +5.2% | +2.9% | +7.3% |
| 3M | +4.3% | -17.0% | +21.3% | +6.1% |
| 6M | +18.9% | -22.7% | +41.5% | +21.5% |
| YTD | +18.8% | -56.3% | +75.1% | +29.5% |
| 1Y | +24.0% | -57.7% | +81.6% | +35.6% |
| 3Y | +42.1% | -16.5% | +58.7% | +57.2% |
| All | +42.1% | -18.1% | +60.3% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling