+31.4%
VRTX vs ZETA
+63.2%
-31.8%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -6.4% | -0.1% | -6.3% | -6.4% |
| 30D | -0.5% | +10.5% | -11.0% | -1.2% |
| 3M | +16.9% | +44.3% | -27.4% | +14.2% |
| 6M | +13.1% | +59.4% | -46.4% | +8.9% |
| YTD | +14.9% | +49.5% | -34.5% | +10.9% |
| 1Y | +31.4% | +62.7% | -31.2% | +26.2% |
| All | +31.4% | +63.2% | -31.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling