+42.1%
VRTX vs ZCMD
-100.0%
+142.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -1.6% | -7.7% | +6.1% | -1.6% |
| 30D | +8.0% | -34.8% | +42.8% | +8.0% |
| 3M | +4.3% | -56.3% | +60.6% | +4.2% |
| 6M | +18.9% | -99.7% | +118.6% | +20.5% |
| YTD | +18.8% | -99.9% | +118.7% | +21.1% |
| 1Y | +24.0% | -99.9% | +123.9% | +26.7% |
| 3Y | +42.1% | -100.0% | +142.1% | +43.6% |
| All | +42.1% | -100.0% | +142.1% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling