+124.1%
VRTX vs ZCMD
-100.0%
+224.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +0.2% |
| 7D | -5.6% | -5.4% | -0.2% | -5.6% |
| 30D | -2.0% | -24.8% | +22.8% | -1.9% |
| 3M | +15.8% | -62.8% | +78.6% | +15.5% |
| 6M | +4.7% | -99.5% | +104.2% | +8.0% |
| YTD | +13.7% | -99.8% | +113.5% | +18.2% |
| 1Y | +29.7% | -99.9% | +129.6% | +36.4% |
| 3Y | +48.4% | -100.0% | +148.4% | +60.4% |
| 5Y | +173.3% | -100.0% | +273.3% | +195.2% |
| All | +124.1% | -100.0% | +224.1% | +158.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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