+42.1%
VRTX vs ZBH
-0.3%
+42.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -1.6% | -2.3% | +0.7% | -1.2% |
| 30D | +8.0% | +12.5% | -4.4% | +6.2% |
| 3M | +4.3% | +3.9% | +0.4% | +3.5% |
| 6M | +18.9% | +25.4% | -6.6% | +15.0% |
| YTD | +18.8% | +15.7% | +3.1% | +15.6% |
| 1Y | +24.0% | +15.2% | +8.8% | +20.7% |
| 3Y | +42.1% | +0.3% | +41.8% | +59.3% |
| All | +42.1% | -0.3% | +42.5% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling