+12,036.0%
VRTX vs ZBRA
+9,227.6%
+2,808.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.5% |
| 7D | +0.8% | +1.8% | -0.9% | +0.4% |
| 30D | +12.6% | -1.7% | +14.3% | +13.0% |
| 3M | +23.6% | +47.8% | -24.1% | +11.6% |
| 6M | +14.3% | +56.7% | -42.5% | +1.2% |
| YTD | +20.5% | +49.4% | -28.9% | +7.3% |
| 1Y | +37.6% | +16.5% | +21.0% | +29.1% |
| 3Y | +55.5% | +31.5% | +24.1% | +37.9% |
| 5Y | +175.7% | -38.6% | +214.3% | +182.0% |
| 10Y | +474.2% | +421.0% | +53.2% | +230.2% |
| All | +12,036.0% | +9,227.6% | +2,808.4% | +4,127.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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