+184.1%
VRTX vs Z
-64.8%
+248.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.1% |
| 30D | +12.6% | -4.2% | +16.8% | +13.0% |
| 3M | +23.6% | -3.7% | +27.3% | +23.7% |
| 6M | +14.3% | -24.5% | +38.8% | +16.6% |
| YTD | +20.5% | -49.3% | +69.8% | +27.4% |
| 1Y | +37.6% | -58.7% | +96.3% | +48.1% |
| 3Y | +55.5% | -34.1% | +89.7% | +59.4% |
| All | +184.1% | -64.8% | +248.9% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling