+191.6%
VRTX vs ZS
-44.0%
+235.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.4% |
| 7D | +3.2% | -13.4% | +16.6% | +4.3% |
| 30D | +7.4% | -16.6% | +24.0% | +8.7% |
| 3M | +4.6% | +10.3% | -5.7% | +3.2% |
| 6M | +27.5% | +28.1% | -0.7% | +23.2% |
| YTD | +20.9% | -13.3% | +34.2% | +20.5% |
| 1Y | +30.1% | -40.7% | +70.8% | +34.3% |
| 3Y | +46.6% | +11.4% | +35.3% | +41.1% |
| 5Y | +191.6% | -42.2% | +233.7% | +171.3% |
| All | +191.6% | -44.0% | +235.6% | +171.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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