+298.7%
VRTX vs Z
+25.1%
+273.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | +12.6% | -4.2% | +16.8% | +13.1% |
| 3M | +23.6% | -3.7% | +27.3% | +23.8% |
| 6M | +14.3% | -24.5% | +38.8% | +17.3% |
| YTD | +20.5% | -49.3% | +69.8% | +29.3% |
| 1Y | +37.6% | -58.7% | +96.3% | +51.0% |
| 3Y | +55.5% | -34.1% | +89.7% | +58.3% |
| 5Y | +175.7% | -64.5% | +240.3% | +191.1% |
| 10Y | +474.2% | -0.5% | +474.7% | +367.9% |
| All | +298.7% | +25.1% | +273.6% | +210.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling