+151.9%
VRTX vs ZETA
+247.9%
-96.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +1.9% | -1.9% |
| 7D | +0.8% | +2.7% | -1.8% | +0.7% |
| 30D | +12.6% | +15.8% | -3.2% | +11.8% |
| 3M | +23.6% | +35.4% | -11.8% | +21.5% |
| 6M | +14.3% | +67.1% | -52.8% | +10.8% |
| YTD | +20.5% | +54.1% | -33.6% | +17.0% |
| 1Y | +37.6% | +67.8% | -30.2% | +32.7% |
| 3Y | +55.5% | +311.4% | -255.9% | +39.3% |
| 5Y | +175.7% | +324.8% | -149.0% | +141.4% |
| All | +151.9% | +247.9% | -96.0% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling