+177.1%
VRTX vs ZCMD
-100.0%
+277.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | -6.4% | -4.1% | -2.3% | -6.4% |
| 30D | -0.5% | -22.7% | +22.2% | -0.5% |
| 3M | +16.9% | -62.5% | +79.4% | +17.0% |
| 6M | +13.1% | -99.5% | +112.5% | +15.1% |
| YTD | +14.9% | -99.7% | +114.7% | +17.7% |
| 1Y | +31.4% | -99.9% | +131.3% | +35.4% |
| 3Y | +51.9% | -100.0% | +151.9% | +57.8% |
| 5Y | +177.1% | -100.0% | +277.1% | +185.7% |
| All | +177.1% | -100.0% | +277.1% | +185.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling