+426.7%
VRTX vs ZBH
-16.2%
+442.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | -5.6% | -4.7% | -0.9% | -4.3% |
| 30D | -2.0% | -4.5% | +2.5% | -0.7% |
| 3M | +15.8% | +7.6% | +8.2% | +13.1% |
| 6M | +4.7% | +0.3% | +4.4% | +3.9% |
| YTD | +13.7% | +4.5% | +9.2% | +11.1% |
| 1Y | +29.7% | -9.4% | +39.1% | +31.5% |
| 3Y | +48.4% | -21.5% | +69.9% | +54.8% |
| 5Y | +173.3% | -28.4% | +201.7% | +188.5% |
| All | +426.7% | -16.2% | +442.9% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling