+188.2%
VRTX vs ZBH
-16.1%
+204.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | -1.6% | -2.3% | +0.7% | -1.1% |
| 30D | +8.0% | +12.5% | -4.4% | +5.4% |
| 3M | +4.3% | +3.9% | +0.4% | +3.2% |
| 6M | +18.9% | +25.4% | -6.6% | +13.1% |
| YTD | +18.8% | +15.7% | +3.1% | +14.3% |
| 1Y | +24.0% | +15.2% | +8.8% | +19.3% |
| 3Y | +42.1% | +0.3% | +41.8% | +38.2% |
| All | +188.2% | -16.1% | +204.3% | +191.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling