+299.4%
VRTX vs Z
+6.9%
+292.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | +13.0% | -11.6% | +24.6% | +14.2% |
| 6M | +27.9% | -33.6% | +61.6% | +33.2% |
| YTD | +20.7% | -56.7% | +77.4% | +31.5% |
| 1Y | +31.4% | -59.1% | +90.6% | +44.1% |
| 3Y | +41.8% | -20.4% | +62.2% | +40.7% |
| 5Y | +183.7% | -55.3% | +238.9% | +191.5% |
| 10Y | +592.9% | -14.2% | +607.1% | +473.3% |
| All | +299.4% | +6.9% | +292.5% | +215.5% |
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 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