+184.6%
VRTX vs Z
-55.4%
+240.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.1% |
| 7D | -2.1% | -4.6% | +2.4% | -1.7% |
| 30D | +8.2% | +8.3% | -0.1% | +7.1% |
| 3M | +13.0% | -11.6% | +24.6% | +14.1% |
| 6M | +27.9% | -33.6% | +61.6% | +32.5% |
| YTD | +20.7% | -56.7% | +77.4% | +30.2% |
| 1Y | +31.4% | -59.1% | +90.6% | +42.5% |
| 3Y | +41.8% | -20.4% | +62.2% | +42.9% |
| All | +184.6% | -55.4% | +240.0% | +184.1% |
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